+7.2%
BAH vs ESTC
-52.1%
+59.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.2% |
| 7D | +1.7% | +2.4% | -0.7% | +1.5% |
| 30D | +20.8% | -4.2% | +25.0% | +21.1% |
| 3M | +11.6% | +2.5% | +9.1% | +11.0% |
| 6M | +23.1% | +81.5% | -58.4% | +17.0% |
| YTD | +5.3% | +16.8% | -11.6% | +2.6% |
| 1Y | +6.1% | -3.5% | +9.6% | +4.4% |
| 3Y | -27.5% | +17.7% | -45.2% | -30.8% |
| All | +7.2% | -52.1% | +59.2% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling