+113.5%
HD vs ESTC
+23.0%
+90.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.1% | -2.2% |
| 7D | +4.3% | -11.5% | +15.8% | +6.0% |
| 30D | +20.2% | -7.5% | +27.7% | +21.2% |
| 3M | -1.0% | +23.1% | -24.1% | -4.7% |
| 6M | +7.9% | +75.3% | -67.4% | -1.9% |
| YTD | +2.0% | +14.1% | -12.1% | -2.1% |
| 1Y | -4.3% | -0.6% | -3.7% | -6.5% |
| 3Y | +25.9% | +20.8% | +5.1% | +12.9% |
| 5Y | +5.8% | -48.8% | +54.6% | +3.4% |
| All | +113.5% | +23.0% | +90.5% | +50.3% |
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