+105.3%
HAL vs ESTC
-46.4%
+151.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.1% |
| 7D | +2.9% | -8.1% | +11.0% | +3.8% |
| 30D | +17.0% | +31.7% | -14.6% | +13.0% |
| 3M | -9.7% | +41.1% | -50.7% | -13.6% |
| 6M | +8.6% | +77.1% | -68.4% | +0.6% |
| YTD | +33.0% | +21.7% | +11.3% | +28.3% |
| 1Y | +68.3% | +8.4% | +59.9% | +64.1% |
| 3Y | +0.1% | +23.6% | -23.5% | -6.9% |
| All | +105.3% | -46.4% | +151.7% | +95.7% |
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