+131.0%
HOOD vs ESTC
-49.1%
+180.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.0% | -5.8% | -4.8% |
| 7D | +3.8% | +5.8% | -2.0% | +1.0% |
| 30D | -26.4% | -5.6% | -20.8% | -24.4% |
| 3M | -14.3% | +15.4% | -29.7% | -22.1% |
| 6M | +3.9% | +77.8% | -73.9% | -24.4% |
| YTD | -28.1% | +18.1% | -46.1% | -37.0% |
| 1Y | -38.8% | -3.7% | -35.1% | -41.2% |
| 3Y | +888.5% | +16.9% | +871.6% | +656.7% |
| 5Y | +131.0% | -51.2% | +182.3% | +130.0% |
| All | +131.0% | -49.1% | +180.2% | +130.0% |
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 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