+15.5%
GEHC vs ESTC
+57.6%
-42.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.8% |
| 7D | -4.0% | -8.1% | +4.1% | -3.2% |
| 30D | -2.0% | +31.7% | -33.6% | -5.2% |
| 3M | +8.0% | +41.1% | -33.1% | +3.6% |
| 6M | -12.8% | +77.1% | -89.8% | -18.6% |
| YTD | -15.9% | +21.7% | -37.6% | -18.6% |
| 1Y | -6.9% | +8.4% | -15.3% | -9.1% |
| 3Y | 0.0% | +23.6% | -23.7% | -6.6% |
| All | +15.5% | +57.6% | -42.2% | 0.0% |
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