+119.2%
HIG vs ESTC
-49.0%
+168.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.3% |
| 7D | -2.3% | -13.2% | +10.9% | -1.6% |
| 30D | -1.2% | +9.3% | -10.5% | -1.8% |
| 3M | +6.3% | +37.3% | -31.1% | +4.4% |
| 6M | +0.6% | +61.0% | -60.4% | -2.2% |
| YTD | +0.6% | +10.7% | -10.0% | -0.4% |
| 1Y | +6.1% | -7.2% | +13.3% | +5.9% |
| 3Y | +102.0% | +7.2% | +94.8% | +95.8% |
| 5Y | +119.2% | -47.7% | +166.9% | +103.9% |
| All | +119.2% | -49.0% | +168.2% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling