+6.7%
HCA vs ESTC
-7.7%
+14.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +5.4% | -9.2% | +14.6% | +4.6% |
| 30D | +3.0% | +8.1% | -5.1% | +4.2% |
| 3M | +13.0% | +38.5% | -25.5% | +17.5% |
| 6M | -20.3% | +57.8% | -78.0% | -15.5% |
| YTD | -8.2% | +10.5% | -18.8% | -6.6% |
| 1Y | +6.7% | -6.4% | +13.1% | +6.4% |
| All | +6.7% | -7.7% | +14.4% | +6.4% |
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