+5.1%
XHB vs ESTC
+1.6%
+3.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +5.4% |
| 7D | +9.7% | -15.9% | +25.6% | +9.7% |
| 30D | +11.7% | -5.5% | +17.2% | +11.5% |
| 3M | -1.4% | +26.2% | -27.6% | -0.9% |
| 6M | +6.8% | +77.0% | -70.2% | +8.6% |
| YTD | +5.5% | +18.9% | -13.4% | +7.0% |
| 1Y | +5.1% | +1.3% | +3.8% | +5.0% |
| All | +5.1% | +1.6% | +3.6% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling