+123.9%
BHP vs ESTC
-47.2%
+171.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +2.1% |
| 7D | +1.3% | -4.3% | +5.6% | +1.6% |
| 30D | +4.0% | +17.7% | -13.8% | +1.8% |
| 3M | +12.3% | +42.3% | -30.0% | +7.7% |
| 6M | +30.8% | +64.6% | -33.7% | +23.1% |
| YTD | +58.8% | +17.2% | +41.6% | +54.4% |
| 1Y | +76.8% | -4.2% | +81.0% | +75.5% |
| 3Y | +87.5% | +13.5% | +73.9% | +74.4% |
| 5Y | +123.9% | -45.5% | +169.4% | +98.5% |
| All | +123.9% | -47.2% | +171.1% | +98.5% |
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 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