+60.2%
HAS vs ESTC
-2.5%
+62.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -0.6% |
| 7D | -0.2% | -11.5% | +11.4% | 0.0% |
| 30D | +31.0% | -7.5% | +38.6% | +31.2% |
| 3M | +30.7% | +23.1% | +7.6% | +31.0% |
| 6M | +23.9% | +75.3% | -51.4% | +23.7% |
| YTD | +48.3% | +14.1% | +34.2% | +51.6% |
| 1Y | +60.2% | -0.6% | +60.8% | +62.1% |
| All | +60.2% | -2.5% | +62.7% | +62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling