+25.9%
USHY vs ESTC
+13.7%
+12.3%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -0.2% | -2.6% | +2.4% | -0.2% |
| 30D | +0.5% | -8.6% | +9.1% | +0.7% |
| 3M | -1.2% | +14.4% | -15.5% | -1.6% |
| 6M | -0.1% | +73.3% | -73.4% | -1.8% |
| YTD | +1.1% | +15.7% | -14.6% | +0.4% |
| 1Y | +2.0% | -7.6% | +9.6% | +2.0% |
| All | +25.9% | +13.7% | +12.3% | +24.1% |
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 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