+99.3%
HLT vs ELF
-29.5%
+128.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -1.6% | -11.6% | +10.0% | -0.6% |
| 30D | -5.0% | +4.6% | -9.7% | -5.4% |
| 3M | -10.4% | +59.7% | -70.1% | -14.2% |
| 6M | +3.2% | +21.2% | -18.0% | +0.9% |
| YTD | +6.7% | +27.4% | -20.7% | +3.6% |
| 1Y | +10.3% | -29.8% | +40.1% | +11.3% |
| 3Y | +99.3% | -28.5% | +127.8% | +89.4% |
| All | +99.3% | -29.5% | +128.8% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling