+211.7%
HCA vs ESTC
+31.2%
+180.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.5% |
| 7D | -3.1% | -8.1% | +5.0% | -2.2% |
| 30D | -1.1% | +31.7% | -32.8% | -4.6% |
| 3M | +12.2% | +41.1% | -28.9% | +7.1% |
| 6M | -25.3% | +77.1% | -102.4% | -31.1% |
| YTD | -12.9% | +21.7% | -34.6% | -16.2% |
| 1Y | -0.9% | +8.4% | -9.3% | -3.8% |
| 3Y | +47.6% | +23.6% | +24.0% | +31.1% |
| 5Y | +67.0% | -46.5% | +113.4% | +63.9% |
| All | +211.7% | +31.2% | +180.5% | +95.8% |
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