+57.9%
HBAN vs ESTC
+31.2%
+26.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.4% |
| 7D | +0.7% | -8.1% | +8.8% | +1.7% |
| 30D | -3.2% | +31.7% | -34.9% | -7.2% |
| 3M | +4.0% | +41.1% | -37.1% | -1.5% |
| 6M | +3.1% | +77.1% | -73.9% | -5.8% |
| YTD | 0.0% | +21.7% | -21.6% | -4.2% |
| 1Y | -1.2% | +8.4% | -9.6% | -4.3% |
| 3Y | +72.5% | +23.6% | +48.9% | +58.0% |
| 5Y | +39.3% | -46.5% | +85.8% | +35.9% |
| All | +57.9% | +31.2% | +26.8% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling