+343.3%
AHR vs ESTC
-32.4%
+375.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.1% | -9.2% | +7.1% | -1.8% |
| 30D | +1.9% | +8.1% | -6.2% | +1.4% |
| 3M | +15.7% | +38.5% | -22.8% | +14.0% |
| 6M | +2.5% | +57.8% | -55.3% | +0.3% |
| YTD | +15.0% | +10.5% | +4.5% | +14.9% |
| 1Y | +28.1% | -6.4% | +34.5% | +29.4% |
| All | +343.3% | -32.4% | +375.7% | +345.6% |
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