-8.3%
HAL vs ESTC
+27.2%
-35.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.9% |
| 7D | +2.6% | +5.8% | -3.1% | +1.6% |
| 30D | -0.1% | -5.6% | +5.5% | +0.7% |
| 3M | -1.1% | +15.4% | -16.6% | -4.4% |
| 6M | -20.7% | +77.8% | -98.5% | -29.5% |
| YTD | +17.5% | +18.1% | -0.5% | +11.3% |
| 1Y | +24.1% | -3.7% | +27.8% | +21.7% |
| 3Y | -8.4% | +16.9% | -25.3% | -18.3% |
| 5Y | +53.2% | -51.2% | +104.5% | +57.4% |
| All | -8.3% | +27.2% | -35.5% | -43.8% |
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 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