+55.2%
HYG vs ELV
+280.2%
-225.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -0.7% | +3.2% | -3.9% | -1.0% |
| 30D | -0.7% | +5.4% | -6.1% | -1.3% |
| 3M | -0.2% | +5.4% | -5.5% | -0.9% |
| 6M | +1.4% | +45.7% | -44.3% | -2.7% |
| YTD | +1.5% | +21.2% | -19.7% | -1.0% |
| 1Y | +2.9% | +35.6% | -32.7% | -1.0% |
| 3Y | +25.6% | -2.0% | +27.7% | +24.1% |
| 5Y | +18.6% | +26.0% | -7.4% | +11.9% |
| All | +55.2% | +280.2% | -225.0% | +28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling