+99.3%
HLT vs ELV
-2.1%
+101.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -1.6% | +3.2% | -4.8% | -1.8% |
| 30D | -5.0% | +5.4% | -10.4% | -5.4% |
| 3M | -10.4% | +5.4% | -15.7% | -10.8% |
| 6M | +3.2% | +45.7% | -42.5% | +0.3% |
| YTD | +6.7% | +21.2% | -14.5% | +5.0% |
| 1Y | +10.3% | +35.6% | -25.3% | +7.5% |
| 3Y | +99.3% | -2.0% | +101.3% | +95.1% |
| All | +99.3% | -2.1% | +101.5% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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