+736.9%
HST vs ELV
+2,593.2%
-1,856.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -1.3% | -1.1% | -0.2% | -0.8% |
| 30D | +13.4% | +1.8% | +11.6% | +12.4% |
| 3M | +16.7% | +10.5% | +6.2% | +11.5% |
| 6M | +24.0% | +13.5% | +10.6% | +16.1% |
| YTD | +54.0% | +24.3% | +29.6% | +36.6% |
| 1Y | +55.0% | +38.9% | +16.1% | +30.9% |
| 3Y | +89.3% | -1.5% | +90.8% | +76.0% |
| 5Y | +85.4% | +7.3% | +78.1% | +61.5% |
| 10Y | +137.1% | +268.7% | -131.6% | +6.7% |
| All | +736.9% | +2,593.2% | -1,856.2% | +119.9% |
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