+230.1%
HIG vs ESTC
+25.9%
+204.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +2.6% | +2.4% | +0.2% | +2.4% |
| 30D | +4.2% | -4.2% | +8.4% | +4.4% |
| 3M | +0.2% | +2.5% | -2.3% | -0.5% |
| 6M | +4.6% | +81.5% | -76.9% | -1.4% |
| YTD | +1.1% | +16.8% | -15.7% | -1.5% |
| 1Y | +4.7% | -3.5% | +8.1% | +3.6% |
| 3Y | +95.5% | +17.7% | +77.7% | +83.4% |
| 5Y | +111.7% | -51.7% | +163.4% | +113.4% |
| All | +230.1% | +25.9% | +204.2% | +134.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling