+2.9%
HYG vs ELF
-28.2%
+31.1%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | -0.7% | -11.6% | +10.9% | -0.5% |
| 30D | -0.7% | +4.6% | -5.4% | -0.8% |
| 3M | -0.2% | +59.7% | -59.9% | -0.8% |
| 6M | +1.4% | +21.2% | -19.8% | +1.0% |
| YTD | +1.5% | +27.4% | -26.0% | +1.0% |
| 1Y | +2.9% | -29.8% | +32.7% | +3.1% |
| All | +2.9% | -28.2% | +31.1% | +3.1% |
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