+47.3%
HBAN vs ESTC
+27.2%
+20.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.2% |
| 7D | +0.8% | +5.8% | -5.0% | 0.0% |
| 30D | +3.2% | -5.6% | +8.8% | +3.8% |
| 3M | -11.1% | +15.4% | -26.5% | -13.4% |
| 6M | +1.2% | +77.8% | -76.6% | -7.5% |
| YTD | -6.7% | +18.1% | -24.7% | -10.5% |
| 1Y | +2.4% | -3.7% | +6.1% | +0.8% |
| 3Y | +73.3% | +16.9% | +56.4% | +60.0% |
| 5Y | +20.7% | -51.2% | +72.0% | +19.4% |
| All | +47.3% | +27.2% | +20.1% | +7.2% |
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