+4.6%
CHD vs ESTC
+11.7%
-7.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -2.1% |
| 7D | -2.9% | -4.3% | +1.4% | -3.0% |
| 30D | -6.2% | +17.7% | -23.9% | -5.7% |
| 3M | +1.6% | +42.3% | -40.7% | +2.7% |
| 6M | -3.5% | +64.6% | -68.1% | -1.7% |
| YTD | +16.2% | +17.2% | -1.0% | +17.6% |
| 1Y | +3.4% | -4.2% | +7.6% | +4.3% |
| 3Y | +4.6% | +13.5% | -8.9% | +8.8% |
| All | +4.6% | +11.7% | -7.1% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling