-11.2%
HUM vs ESTC
+11.0%
-22.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | -0.2% | -3.3% | +3.1% | -0.1% |
| 30D | +3.7% | +13.4% | -9.7% | +2.7% |
| 3M | +10.4% | +41.3% | -30.9% | +7.7% |
| 6M | +125.7% | +62.6% | +63.1% | +117.8% |
| YTD | +57.3% | +14.8% | +42.6% | +54.6% |
| 1Y | +48.6% | -5.1% | +53.7% | +47.5% |
| All | -11.2% | +11.0% | -22.2% | -14.5% |
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 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