+119.7%
HD vs ESTC
+28.9%
+90.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -2.0% | +2.2% |
| 7D | +3.6% | -1.2% | +4.8% | +3.7% |
| 30D | +21.6% | -8.1% | +29.7% | +22.7% |
| 3M | +0.1% | +20.2% | -20.1% | -3.3% |
| 6M | +13.0% | +72.7% | -59.8% | +3.0% |
| YTD | +4.9% | +19.6% | -14.7% | +0.1% |
| 1Y | -2.1% | +0.3% | -2.3% | -4.4% |
| 3Y | +32.6% | +22.8% | +9.8% | +18.8% |
| 5Y | +8.2% | -50.9% | +59.1% | +6.9% |
| All | +119.7% | +28.9% | +90.7% | +53.6% |
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 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