+197.4%
XHB vs ESTC
+31.2%
+166.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +1.8% |
| 7D | -1.3% | -8.1% | +6.8% | +0.2% |
| 30D | -6.9% | +31.7% | -38.6% | -12.4% |
| 3M | -1.3% | +41.1% | -42.3% | -8.7% |
| 6M | -6.8% | +77.1% | -83.9% | -18.4% |
| YTD | +0.7% | +21.7% | -21.0% | -5.5% |
| 1Y | -11.2% | +8.4% | -19.6% | -15.4% |
| 3Y | +25.3% | +23.6% | +1.7% | +7.8% |
| 5Y | +37.3% | -46.5% | +83.8% | +33.0% |
| All | +197.4% | +31.2% | +166.2% | +95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling