-1.7%
HBAN vs ESTC
-8.5%
+6.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.7% |
| 7D | -1.9% | -13.2% | +11.2% | -1.6% |
| 30D | -5.9% | +9.3% | -15.2% | -6.1% |
| 3M | +0.2% | +37.3% | -37.1% | -0.6% |
| 6M | +6.6% | +61.0% | -54.4% | +5.1% |
| YTD | -1.7% | +10.7% | -12.4% | -3.3% |
| 1Y | -1.7% | -7.2% | +5.5% | -3.4% |
| All | -1.7% | -8.5% | +6.8% | -3.4% |
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