+12.9%
HAS vs ESTC
-46.4%
+59.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.1% |
| 7D | -1.8% | -8.1% | +6.3% | -0.8% |
| 30D | +2.3% | +31.7% | -29.4% | -1.9% |
| 3M | +10.4% | +41.1% | -30.7% | +4.6% |
| 6M | -3.2% | +77.1% | -80.3% | -11.9% |
| YTD | +15.4% | +21.7% | -6.3% | +10.7% |
| 1Y | +18.8% | +8.4% | +10.4% | +15.2% |
| 3Y | +43.9% | +23.6% | +20.3% | +29.6% |
| All | +12.9% | -46.4% | +59.3% | +2.8% |
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 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