+102.9%
BAH vs ESTC
+24.7%
+78.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.6% | -2.6% | +1.0% | -1.4% |
| 30D | +18.0% | -8.6% | +26.6% | +18.9% |
| 3M | +11.4% | +14.4% | -2.9% | +9.4% |
| 6M | +17.7% | +73.3% | -55.6% | +10.9% |
| YTD | +5.4% | +15.7% | -10.4% | +2.5% |
| 1Y | +2.8% | -7.6% | +10.3% | +1.7% |
| 3Y | -26.7% | +14.6% | -41.2% | -30.9% |
| 5Y | +8.1% | -50.0% | +58.1% | +7.7% |
| All | +102.9% | +24.7% | +78.2% | +58.6% |
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