+231.1%
HOOD vs ELAN
-36.2%
+267.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.0% |
| 7D | +7.7% | -4.6% | +12.3% | +10.0% |
| 30D | +22.0% | +5.7% | +16.3% | +18.9% |
| 3M | +37.6% | -3.9% | +41.5% | +38.1% |
| 6M | +45.3% | -1.6% | +46.9% | +42.4% |
| YTD | +1.9% | +4.1% | -2.1% | -2.7% |
| 1Y | -2.7% | +25.5% | -28.3% | -15.7% |
| 3Y | +973.4% | +103.2% | +870.2% | +552.5% |
| 5Y | +179.3% | -29.8% | +209.0% | +184.3% |
| All | +231.1% | -36.2% | +267.2% | +235.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling