+212.2%
BHP vs ESTC
+24.7%
+187.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | +2.4% | -2.6% | +5.0% | +2.8% |
| 30D | -5.4% | -8.6% | +3.2% | -4.4% |
| 3M | -6.9% | +14.4% | -21.2% | -9.3% |
| 6M | -4.3% | +73.3% | -77.6% | -12.6% |
| YTD | +41.6% | +15.7% | +25.9% | +35.8% |
| 1Y | +53.3% | -7.6% | +60.9% | +51.8% |
| 3Y | +58.4% | +14.6% | +43.8% | +43.4% |
| 5Y | +121.3% | -50.0% | +171.3% | +120.0% |
| All | +212.2% | +24.7% | +187.5% | +114.8% |
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