+30.0%
HUM vs ESTC
+31.2%
-1.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.8% |
| 7D | +4.2% | -8.1% | +12.3% | +4.9% |
| 30D | +10.4% | +31.7% | -21.3% | +7.0% |
| 3M | +15.1% | +41.1% | -26.0% | +10.7% |
| 6M | +120.9% | +77.1% | +43.9% | +107.1% |
| YTD | +57.9% | +21.7% | +36.2% | +53.0% |
| 1Y | +30.6% | +8.4% | +22.2% | +27.5% |
| 3Y | -9.6% | +23.6% | -33.2% | -16.0% |
| 5Y | +1.6% | -46.5% | +48.0% | +2.1% |
| All | +30.0% | +31.2% | -1.2% | -8.1% |
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