+562.1%
HLT vs ELF
+317.0%
+245.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.4% |
| 7D | -1.5% | -6.8% | +5.3% | -0.4% |
| 30D | -1.2% | +5.1% | -6.3% | -2.1% |
| 3M | -10.3% | +79.8% | -90.1% | -18.6% |
| 6M | +1.3% | +29.7% | -28.5% | -3.9% |
| YTD | +7.0% | +31.6% | -24.6% | +0.8% |
| 1Y | +11.9% | -27.9% | +39.8% | +13.5% |
| 3Y | +100.7% | -26.4% | +127.1% | +87.5% |
| 5Y | +147.5% | +235.6% | -88.1% | +61.9% |
| All | +562.1% | +317.0% | +245.1% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling