+99.6%
HD vs ESTC
+31.2%
+68.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.6% |
| 7D | -2.1% | -8.1% | +6.1% | -1.0% |
| 30D | -8.4% | +31.7% | -40.1% | -12.4% |
| 3M | +4.3% | +41.1% | -36.7% | -1.4% |
| 6M | -11.1% | +77.1% | -88.2% | -19.3% |
| YTD | -4.7% | +21.7% | -26.4% | -9.0% |
| 1Y | -19.8% | +8.4% | -28.2% | -22.5% |
| 3Y | +4.1% | +23.6% | -19.5% | -6.8% |
| 5Y | +10.3% | -46.5% | +56.8% | +7.4% |
| All | +99.6% | +31.2% | +68.4% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling