+492.4%
HBM vs ESTC
+19.3%
+473.1%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.6% | -3.9% | -6.6% |
| 7D | -3.7% | -13.2% | +9.4% | -0.3% |
| 30D | -3.7% | +9.3% | -13.0% | -7.1% |
| 3M | +8.0% | +37.3% | -29.3% | -2.5% |
| 6M | +15.8% | +61.0% | -45.2% | -0.7% |
| YTD | +34.4% | +10.7% | +23.7% | +25.9% |
| 1Y | +98.2% | -7.2% | +105.3% | +93.4% |
| 3Y | +476.6% | +7.2% | +469.4% | +397.5% |
| 5Y | +331.1% | -47.7% | +378.8% | +329.5% |
| All | +492.4% | +19.3% | +473.1% | +280.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling