-9.3%
HAL vs ESTC
+16.0%
-25.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.7% |
| 7D | +2.6% | +5.8% | -3.1% | +2.0% |
| 30D | -0.1% | -5.6% | +5.5% | +0.4% |
| 3M | -1.1% | +15.4% | -16.6% | -3.1% |
| 6M | -20.7% | +77.8% | -98.5% | -26.3% |
| YTD | +17.5% | +18.1% | -0.5% | +14.3% |
| 1Y | +24.1% | -3.7% | +27.8% | +23.9% |
| All | -9.3% | +16.0% | -25.2% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling