+35.7%
HST vs ELF
-17.5%
+53.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.3% |
| 7D | -1.0% | +5.4% | -6.4% | -1.0% |
| 30D | -12.3% | +27.0% | -39.2% | -12.3% |
| 3M | -6.4% | +113.2% | -119.6% | -6.9% |
| 6M | +15.0% | +36.6% | -21.6% | +14.3% |
| YTD | +30.5% | +44.2% | -13.7% | +30.9% |
| 1Y | +35.7% | -18.0% | +53.7% | +30.4% |
| All | +35.7% | -17.5% | +53.2% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling