-0.9%
HCA vs ESTC
+7.3%
-8.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -1.4% |
| 7D | -3.1% | -8.1% | +5.0% | -3.7% |
| 30D | -1.1% | +31.7% | -32.8% | +1.7% |
| 3M | +12.2% | +41.1% | -28.9% | +16.2% |
| 6M | -25.3% | +77.1% | -102.4% | -20.3% |
| YTD | -12.9% | +21.7% | -34.6% | -10.7% |
| 1Y | -0.9% | +8.4% | -9.3% | +1.0% |
| All | -0.9% | +7.3% | -8.2% | +1.0% |
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 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