+41.8%
HYG vs ESTC
+26.3%
+15.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.2% |
| 7D | 0.0% | -4.3% | +4.3% | +0.3% |
| 30D | -0.1% | +17.7% | -17.8% | -1.3% |
| 3M | +1.0% | +42.3% | -41.3% | -1.5% |
| 6M | +2.3% | +64.6% | -62.2% | -1.3% |
| YTD | +2.1% | +17.2% | -15.1% | +0.4% |
| 1Y | +3.8% | -4.2% | +8.0% | +3.2% |
| 3Y | +26.7% | +13.5% | +13.2% | +21.6% |
| 5Y | +19.3% | -45.5% | +64.8% | +17.0% |
| All | +41.8% | +26.3% | +15.5% | +24.2% |
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