+179.1%
XHB vs ESTC
+19.3%
+159.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.2% | -1.7% |
| 7D | -5.2% | -13.2% | +7.9% | -2.7% |
| 30D | -12.1% | +9.3% | -21.5% | -14.2% |
| 3M | -6.2% | +37.3% | -43.6% | -12.8% |
| 6M | -6.7% | +61.0% | -67.7% | -16.8% |
| YTD | -5.5% | +10.7% | -16.1% | -9.7% |
| 1Y | -15.6% | -7.2% | -8.5% | -17.0% |
| 3Y | +22.0% | +7.2% | +14.8% | +8.2% |
| 5Y | +31.8% | -47.7% | +79.5% | +27.8% |
| All | +179.1% | +19.3% | +159.8% | +87.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling