+223.3%
HOOD vs ELAN
-37.2%
+260.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -1.3% |
| 7D | -7.8% | -5.4% | -2.4% | -5.5% |
| 30D | +18.6% | +4.7% | +13.9% | +16.1% |
| 3M | +22.1% | -3.7% | +25.7% | +22.6% |
| 6M | +43.1% | -1.2% | +44.2% | +39.9% |
| YTD | -0.5% | +2.4% | -2.9% | -4.3% |
| 1Y | -4.4% | +23.4% | -27.8% | -16.5% |
| 3Y | +938.5% | +96.7% | +841.8% | +542.1% |
| 5Y | +173.4% | -30.6% | +204.0% | +180.5% |
| All | +223.3% | -37.2% | +260.5% | +230.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 10y: compounded portfolio wealth divided by compounded ELAN 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…
10y analysis · Full analysis span regression · 6 months rolling