+351.8%
AHR vs ESTC
-28.3%
+380.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | -0.1% |
| 7D | -3.4% | -4.3% | +0.9% | -3.3% |
| 30D | -3.8% | +17.7% | -21.5% | -4.5% |
| 3M | +20.1% | +42.3% | -22.2% | +18.3% |
| 6M | +7.1% | +64.6% | -57.5% | +4.6% |
| YTD | +17.2% | +17.2% | 0.0% | +16.9% |
| 1Y | +30.4% | -4.2% | +34.6% | +31.9% |
| All | +351.8% | -28.3% | +380.0% | +353.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling