+18.3%
HYG vs ELF
+217.5%
-199.3%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -0.7% | -11.6% | +10.9% | -0.3% |
| 30D | -0.7% | +4.6% | -5.4% | -0.9% |
| 3M | -0.2% | +59.7% | -59.9% | -2.1% |
| 6M | +1.4% | +21.2% | -19.8% | +0.4% |
| YTD | +1.5% | +27.4% | -26.0% | 0.0% |
| 1Y | +2.9% | -29.8% | +32.7% | +3.6% |
| 3Y | +25.6% | -28.5% | +54.1% | +22.9% |
| All | +18.3% | +217.5% | -199.3% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling