-26.6%
BAH vs ESTC
+18.0%
-44.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.7% | -4.7% |
| 7D | -3.5% | -11.5% | +8.0% | -2.4% |
| 30D | +24.3% | -7.5% | +31.8% | +25.0% |
| 3M | +16.3% | +23.1% | -6.7% | +13.4% |
| 6M | +13.6% | +75.3% | -61.7% | +7.2% |
| YTD | +3.5% | +14.1% | -10.6% | +0.1% |
| 1Y | +2.7% | -0.6% | +3.3% | -0.1% |
| 3Y | -26.6% | +20.8% | -47.4% | -30.5% |
| All | -26.6% | +18.0% | -44.6% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling