+47.2%
USHY vs ESTC
+19.1%
+28.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.7% | -9.2% | +8.5% | -0.2% |
| 30D | -0.7% | +8.1% | -8.8% | -1.3% |
| 3M | +0.1% | +38.5% | -38.4% | -2.1% |
| 6M | +1.8% | +57.8% | -56.0% | -1.3% |
| YTD | +1.8% | +10.5% | -8.8% | +0.5% |
| 1Y | +3.3% | -6.4% | +9.7% | +2.8% |
| 3Y | +27.0% | +4.7% | +22.3% | +22.8% |
| 5Y | +21.0% | -47.8% | +68.8% | +18.9% |
| All | +47.2% | +19.1% | +28.1% | +31.0% |
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