+50.6%
HAS vs ESTC
-51.0%
+101.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.1% | +1.2% |
| 7D | +3.3% | -3.6% | +6.8% | +3.7% |
| 30D | +30.5% | -11.2% | +41.7% | +32.3% |
| 3M | +29.9% | +14.3% | +15.6% | +26.7% |
| 6M | +26.5% | +67.0% | -40.4% | +16.4% |
| YTD | +51.9% | +15.7% | +36.3% | +46.4% |
| 1Y | +60.9% | -6.3% | +67.2% | +59.5% |
| 3Y | +215.0% | +14.5% | +200.5% | +187.0% |
| All | +50.6% | -51.0% | +101.6% | +34.0% |
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 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