+509.6%
HBM vs ESTC
+31.2%
+478.4%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.2% |
| 7D | -6.4% | -8.1% | +1.8% | -4.4% |
| 30D | +5.9% | +31.7% | -25.8% | -2.7% |
| 3M | -8.9% | +41.1% | -50.0% | -18.1% |
| 6M | +10.7% | +77.1% | -66.4% | -7.4% |
| YTD | +38.3% | +21.7% | +16.6% | +26.5% |
| 1Y | +121.3% | +8.4% | +113.0% | +107.3% |
| 3Y | +450.6% | +23.6% | +427.0% | +356.8% |
| 5Y | +338.0% | -46.5% | +384.5% | +337.5% |
| All | +509.6% | +31.2% | +478.4% | +282.6% |
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