+727.8%
HST vs ELV
+2,594.5%
-1,866.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +3.6% | +1.0% | +2.6% | +3.1% |
| 30D | +11.2% | +0.4% | +10.8% | +10.9% |
| 3M | +13.1% | +8.4% | +4.7% | +8.9% |
| 6M | +23.9% | +8.4% | +15.5% | +18.2% |
| YTD | +52.3% | +24.4% | +27.9% | +35.1% |
| 1Y | +56.7% | +33.5% | +23.2% | +34.6% |
| 3Y | +87.5% | -2.1% | +89.6% | +74.9% |
| 5Y | +82.8% | +5.8% | +77.0% | +60.3% |
| 10Y | +134.6% | +268.9% | -134.3% | +5.5% |
| All | +727.8% | +2,594.5% | -1,866.6% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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