+101.8%
BAH vs ESTC
+27.2%
+74.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.7% |
| 7D | -3.2% | +5.8% | -9.0% | -3.8% |
| 30D | +19.5% | -5.6% | +25.1% | +20.0% |
| 3M | +11.1% | +15.4% | -4.3% | +9.0% |
| 6M | +16.3% | +77.8% | -61.5% | +9.3% |
| YTD | +4.8% | +18.1% | -13.2% | +1.8% |
| 1Y | +4.9% | -3.7% | +8.6% | +3.4% |
| 3Y | -27.0% | +16.9% | -43.9% | -31.4% |
| 5Y | +5.7% | -51.2% | +57.0% | +5.8% |
| All | +101.8% | +27.2% | +74.6% | +57.5% |
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 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