+31.2%
CHD vs ESTC
-52.1%
+83.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.1% |
| 7D | +3.4% | +2.4% | +1.0% | +3.4% |
| 30D | +10.1% | -4.2% | +14.4% | +10.1% |
| 3M | +11.9% | +2.5% | +9.4% | +11.9% |
| 6M | +19.6% | +81.5% | -61.9% | +19.9% |
| YTD | +36.0% | +16.8% | +19.2% | +36.4% |
| 1Y | +34.8% | -3.5% | +38.2% | +35.3% |
| 3Y | +28.8% | +17.7% | +11.1% | +28.5% |
| All | +31.2% | -52.1% | +83.3% | +26.7% |
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