+380.4%
AHR vs ESTC
-28.5%
+408.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.4% |
| 7D | -0.2% | +2.4% | -2.6% | -0.3% |
| 30D | +10.2% | -4.2% | +14.5% | +10.3% |
| 3M | +8.3% | +2.5% | +5.9% | +8.0% |
| 6M | +13.0% | +81.5% | -68.5% | +9.7% |
| YTD | +24.6% | +16.8% | +7.8% | +24.2% |
| 1Y | +22.2% | -3.5% | +25.7% | +23.4% |
| All | +380.4% | -28.5% | +408.9% | +381.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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