+47.5%
HUBB vs ESTC
+11.7%
+35.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +1.2% |
| 7D | +4.8% | -4.3% | +9.1% | +5.2% |
| 30D | -9.3% | +17.7% | -27.0% | -11.1% |
| 3M | -3.9% | +42.3% | -46.2% | -7.8% |
| 6M | -0.8% | +64.6% | -65.4% | -7.1% |
| YTD | +5.6% | +17.2% | -11.6% | +3.2% |
| 1Y | +7.7% | -4.2% | +11.9% | +8.1% |
| 3Y | +47.5% | +13.5% | +33.9% | +42.3% |
| All | +47.5% | +11.7% | +35.7% | +42.3% |
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