+132.4%
HOOD vs ESTC
-41.4%
+173.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.1% |
| 7D | -4.8% | -11.5% | +6.7% | +1.0% |
| 30D | -26.1% | -7.5% | -18.6% | -23.4% |
| 3M | -10.8% | +23.1% | -33.9% | -21.4% |
| 6M | +2.4% | +75.3% | -72.9% | -25.0% |
| YTD | -28.5% | +14.1% | -42.6% | -36.2% |
| 1Y | -36.3% | -0.6% | -35.8% | -39.7% |
| 3Y | +743.7% | +20.8% | +722.9% | +536.2% |
| 5Y | +118.6% | -48.8% | +167.4% | +120.7% |
| All | +132.4% | -41.4% | +173.8% | +126.0% |
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 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