+102.4%
BAH vs ESTC
+28.9%
+73.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.3% | +1.1% |
| 7D | -1.5% | -1.2% | -0.3% | -1.4% |
| 30D | +17.3% | -8.1% | +25.4% | +18.1% |
| 3M | +14.9% | +20.2% | -5.3% | +12.3% |
| 6M | +14.2% | +72.7% | -58.5% | +7.6% |
| YTD | +5.1% | +19.6% | -14.5% | +2.0% |
| 1Y | +2.1% | +0.3% | +1.8% | +0.3% |
| 3Y | -26.0% | +22.8% | -48.8% | -30.7% |
| 5Y | +9.0% | -50.9% | +59.8% | +8.9% |
| All | +102.4% | +28.9% | +73.5% | +57.8% |
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