+244.0%
BHP vs ESTC
+31.2%
+212.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.3% |
| 7D | -2.9% | -8.1% | +5.2% | -1.9% |
| 30D | +3.4% | +31.7% | -28.3% | -1.1% |
| 3M | +4.1% | +41.1% | -37.0% | -1.6% |
| 6M | +20.6% | +77.1% | -56.5% | +9.6% |
| YTD | +56.1% | +21.7% | +34.4% | +49.0% |
| 1Y | +69.6% | +8.4% | +61.2% | +63.8% |
| 3Y | +78.8% | +23.6% | +55.2% | +60.0% |
| 5Y | +113.1% | -46.5% | +159.5% | +109.4% |
| All | +244.0% | +31.2% | +212.8% | +135.5% |
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