+44.4%
HST vs ELAN
-25.7%
+70.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.7% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | -5.2% | +8.4% | -13.6% | -7.7% |
| 3M | -6.2% | +1.2% | -7.5% | -7.1% |
| 6M | +20.4% | +2.6% | +17.8% | +17.6% |
| YTD | +30.6% | +5.9% | +24.7% | +26.0% |
| 1Y | +37.4% | +25.8% | +11.5% | +24.8% |
| 3Y | +66.1% | +106.8% | -40.7% | +16.6% |
| 5Y | +73.7% | -29.3% | +103.0% | +86.0% |
| All | +44.4% | -25.7% | +70.1% | +30.3% |
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 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