-10.8%
HAL vs ESTC
+28.9%
-39.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.7% | -0.7% |
| 7D | -7.9% | -1.2% | -6.7% | -7.7% |
| 30D | -2.1% | -8.1% | +6.1% | -0.8% |
| 3M | +0.4% | +20.2% | -19.7% | -3.5% |
| 6M | -19.2% | +72.7% | -92.0% | -27.8% |
| YTD | +14.4% | +19.6% | -5.3% | +8.1% |
| 1Y | +18.0% | +0.3% | +17.7% | +14.8% |
| 3Y | -9.7% | +22.8% | -32.5% | -20.3% |
| 5Y | +40.1% | -50.9% | +91.0% | +43.9% |
| All | -10.8% | +28.9% | -39.7% | -45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling