+32.7%
HUM vs ESTC
+19.1%
+13.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +2.1% | -9.2% | +11.2% | +3.0% |
| 30D | +5.4% | +8.1% | -2.7% | +4.2% |
| 3M | +11.4% | +38.5% | -27.1% | +7.3% |
| 6M | +141.5% | +57.8% | +83.7% | +128.8% |
| YTD | +61.2% | +10.5% | +50.7% | +57.6% |
| 1Y | +49.2% | -6.4% | +55.5% | +47.8% |
| 3Y | -9.0% | +4.7% | -13.7% | -14.0% |
| 5Y | +7.2% | -47.8% | +54.9% | +7.3% |
| All | +32.7% | +19.1% | +13.6% | -5.3% |
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 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