-4.6%
HD vs ESTC
+1.6%
-6.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.9% | +7.4% | +6.5% |
| 7D | +11.9% | -15.9% | +27.8% | +11.8% |
| 30D | +26.4% | -5.5% | +31.9% | +26.2% |
| 3M | +2.8% | +26.2% | -23.4% | +3.2% |
| 6M | +15.5% | +77.0% | -61.6% | +16.7% |
| YTD | +5.5% | +18.9% | -13.3% | +6.6% |
| 1Y | -4.6% | +1.3% | -5.9% | -4.9% |
| All | -4.6% | +1.6% | -6.1% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling