+122.6%
HST vs ELF
+316.3%
-193.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.3% |
| 7D | +3.6% | +3.4% | +0.3% | +3.0% |
| 30D | +9.9% | +5.0% | +4.9% | +9.0% |
| 3M | +12.9% | +22.6% | -9.6% | +8.8% |
| 6M | +22.9% | +104.0% | -81.1% | +7.3% |
| YTD | +52.4% | +49.3% | +3.1% | +39.1% |
| 1Y | +52.5% | +46.0% | +6.5% | +39.5% |
| 3Y | +87.4% | +19.4% | +68.0% | +57.0% |
| 5Y | +82.9% | +262.0% | -179.1% | +11.5% |
| All | +122.6% | +316.3% | -193.7% | +15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling