+54.5%
HUBS vs ESTC
+19.1%
+35.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -9.0% | -9.2% | +0.2% | -3.9% |
| 30D | +7.2% | +8.1% | -0.8% | +1.5% |
| 3M | +20.9% | +38.5% | -17.6% | -0.3% |
| 6M | -13.0% | +57.8% | -70.8% | -32.8% |
| YTD | -43.8% | +10.5% | -54.4% | -47.4% |
| 1Y | -54.6% | -6.4% | -48.3% | -54.3% |
| 3Y | -58.5% | +4.7% | -63.1% | -67.0% |
| 5Y | -66.4% | -47.8% | -18.6% | -62.6% |
| All | +54.5% | +19.1% | +35.4% | -8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling