+8.5%
HD vs ESTC
-51.0%
+59.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.2% | -2.6% | +1.5% | -0.9% |
| 30D | +20.9% | -8.6% | +29.5% | +21.8% |
| 3M | -0.2% | +14.4% | -14.5% | -2.4% |
| 6M | +14.5% | +73.3% | -58.8% | +5.9% |
| YTD | +4.3% | +15.7% | -11.4% | +0.9% |
| 1Y | -3.5% | -7.6% | +4.1% | -4.0% |
| 3Y | +30.1% | +14.6% | +15.5% | +19.5% |
| 5Y | +8.5% | -50.0% | +58.5% | -4.1% |
| All | +8.5% | -51.0% | +59.5% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling