+945.5%
HOOD vs ELAN
+96.4%
+849.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.7% |
| 7D | -9.1% | -6.4% | -2.7% | -7.0% |
| 30D | +20.1% | +0.6% | +19.5% | +19.8% |
| 3M | +31.2% | 0.0% | +31.3% | +30.0% |
| 6M | +44.3% | -3.4% | +47.7% | +43.2% |
| YTD | +0.2% | +1.0% | -0.8% | -2.2% |
| 1Y | -3.5% | +24.7% | -28.2% | -13.3% |
| All | +945.5% | +96.4% | +849.1% | +603.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling