+64.9%
HUBS vs ESTC
+26.3%
+38.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -0.8% |
| 7D | -4.3% | -4.3% | 0.0% | -1.9% |
| 30D | +14.2% | +17.7% | -3.5% | +3.0% |
| 3M | +15.5% | +42.3% | -26.8% | -6.2% |
| 6M | -18.9% | +64.6% | -83.5% | -38.9% |
| YTD | -40.1% | +17.2% | -57.3% | -45.8% |
| 1Y | -51.8% | -4.2% | -47.6% | -52.0% |
| 3Y | -55.2% | +13.5% | -68.8% | -66.1% |
| 5Y | -64.7% | -45.5% | -19.1% | -61.7% |
| All | +64.9% | +26.3% | +38.5% | -5.6% |
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