-10.9%
HAL vs ESTC
+23.0%
-33.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.6% |
| 7D | -12.0% | -11.5% | -0.5% | -10.1% |
| 30D | +0.3% | -7.5% | +7.8% | +1.5% |
| 3M | -1.6% | +23.1% | -24.7% | -5.9% |
| 6M | -20.5% | +75.3% | -95.8% | -29.1% |
| YTD | +14.2% | +14.1% | +0.1% | +8.8% |
| 1Y | +18.9% | -0.6% | +19.4% | +15.8% |
| 3Y | -13.7% | +20.8% | -34.5% | -23.8% |
| 5Y | +42.2% | -48.8% | +90.9% | +43.3% |
| All | -10.9% | +23.0% | -33.9% | -45.0% |
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