+250.7%
HOOD vs ESTC
-37.5%
+288.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | +0.1% |
| 7D | +17.1% | -8.1% | +25.2% | +22.0% |
| 30D | +31.6% | +31.7% | -0.1% | +12.6% |
| 3M | +38.2% | +41.1% | -2.8% | +13.6% |
| 6M | +48.5% | +77.1% | -28.5% | +8.4% |
| YTD | +8.0% | +21.7% | -13.7% | -6.3% |
| 1Y | +18.7% | +8.4% | +10.3% | +7.7% |
| 3Y | +999.1% | +23.6% | +975.5% | +715.9% |
| 5Y | +181.7% | -46.5% | +228.1% | +178.6% |
| All | +250.7% | -37.5% | +288.2% | +231.8% |
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