+37.3%
XHB vs ESTC
-47.2%
+84.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -1.8% |
| 7D | +0.2% | -4.3% | +4.5% | +0.8% |
| 30D | -9.1% | +17.7% | -26.8% | -12.0% |
| 3M | -2.3% | +42.3% | -44.6% | -8.8% |
| 6M | -4.1% | +64.6% | -68.7% | -13.4% |
| YTD | -1.7% | +17.2% | -18.9% | -6.2% |
| 1Y | -15.1% | -4.2% | -10.9% | -16.3% |
| 3Y | +26.8% | +13.5% | +13.3% | +12.8% |
| 5Y | +37.3% | -45.5% | +82.9% | +23.1% |
| All | +37.3% | -47.2% | +84.6% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling