+35.2%
HBAN vs ESTC
-46.4%
+81.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | -1.5% | -3.3% | +1.9% | -1.1% |
| 30D | -5.5% | +13.4% | -19.0% | -7.4% |
| 3M | -0.2% | +41.3% | -41.6% | -5.2% |
| 6M | +5.2% | +62.6% | -57.4% | -2.4% |
| YTD | -2.3% | +14.8% | -17.1% | -5.4% |
| 1Y | -2.2% | -5.1% | +2.9% | -3.3% |
| 3Y | +73.8% | +11.2% | +62.7% | +62.6% |
| 5Y | +35.2% | -47.0% | +82.2% | +22.4% |
| All | +35.2% | -46.4% | +81.6% | +22.4% |
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 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