+1.6%
HYG vs ELV
+42.6%
-41.0%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | +0.7% |
| 7D | -0.1% | +4.8% | -4.9% | -0.1% |
| 30D | +0.7% | +10.1% | -9.4% | +0.6% |
| 3M | -2.0% | +15.4% | -17.4% | -2.1% |
| 6M | -0.9% | +17.7% | -18.6% | -1.1% |
| YTD | +0.1% | +25.7% | -25.6% | -0.4% |
| 1Y | +1.6% | +39.9% | -38.3% | +1.1% |
| All | +1.6% | +42.6% | -41.0% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling