+131.8%
HST vs ELF
+383.9%
-252.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.8% | -1.0% |
| 7D | -2.7% | +4.0% | -6.7% | -3.3% |
| 30D | +10.7% | +10.6% | +0.1% | +8.8% |
| 3M | +6.3% | +25.8% | -19.6% | +1.8% |
| 6M | +19.0% | +89.1% | -70.1% | +5.2% |
| YTD | +47.0% | +52.7% | -5.7% | +33.6% |
| 1Y | +53.4% | +51.7% | +1.7% | +39.3% |
| 3Y | +78.0% | +14.2% | +63.8% | +50.8% |
| 5Y | +71.7% | +270.7% | -199.0% | +4.2% |
| 10Y | +146.2% | +341.9% | -195.7% | +25.4% |
| All | +131.8% | +383.9% | -252.1% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling