+116.5%
HD vs ESTC
+27.2%
+89.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.1% |
| 7D | -0.5% | +5.8% | -6.3% | -1.3% |
| 30D | +18.5% | -5.6% | +24.1% | +19.1% |
| 3M | +2.2% | +15.4% | -13.3% | -0.7% |
| 6M | +13.8% | +77.8% | -64.0% | +3.3% |
| YTD | +3.4% | +18.1% | -14.6% | -1.2% |
| 1Y | -3.5% | -3.7% | +0.2% | -5.2% |
| 3Y | +29.0% | +16.9% | +12.1% | +16.5% |
| 5Y | +6.1% | -51.2% | +57.3% | +4.9% |
| All | +116.5% | +27.2% | +89.3% | +51.7% |
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