+94.6%
HIG vs ESTC
+16.0%
+78.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.2% |
| 7D | -0.1% | +5.8% | -5.9% | -0.3% |
| 30D | +4.4% | -5.6% | +9.9% | +4.4% |
| 3M | 0.0% | +15.4% | -15.4% | -0.5% |
| 6M | +3.8% | +77.8% | -74.0% | +1.8% |
| YTD | +0.7% | +18.1% | -17.4% | 0.0% |
| 1Y | +5.0% | -3.7% | +8.7% | +5.1% |
| All | +94.6% | +16.0% | +78.7% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling