+138.4%
HLT vs ELV
+25.1%
+113.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -1.6% | +3.2% | -4.8% | -2.0% |
| 30D | -5.0% | +5.4% | -10.4% | -5.7% |
| 3M | -10.4% | +5.4% | -15.7% | -11.2% |
| 6M | +3.2% | +45.7% | -42.5% | -2.6% |
| YTD | +6.7% | +21.2% | -14.5% | +3.1% |
| 1Y | +10.3% | +35.6% | -25.3% | +4.4% |
| 3Y | +99.3% | -2.0% | +101.3% | +97.1% |
| All | +138.4% | +25.1% | +113.3% | +118.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling