+3.8%
HAL vs ESTC
+31.2%
-27.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +0.2% |
| 7D | +2.9% | -8.1% | +11.0% | +4.3% |
| 30D | +17.0% | +31.7% | -14.6% | +10.9% |
| 3M | -9.7% | +41.1% | -50.7% | -15.7% |
| 6M | +8.6% | +77.1% | -68.4% | -3.4% |
| YTD | +33.0% | +21.7% | +11.3% | +25.6% |
| 1Y | +68.3% | +8.4% | +59.9% | +61.3% |
| 3Y | +0.1% | +23.6% | -23.5% | -11.8% |
| 5Y | +102.6% | -46.5% | +149.1% | +103.0% |
| All | +3.8% | +31.2% | -27.4% | -36.5% |
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