-32.9%
HDB vs ESTC
+1.6%
-34.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.4% | +5.6% |
| 7D | +12.9% | -15.9% | +28.8% | +13.3% |
| 30D | +10.0% | -5.5% | +15.6% | +10.0% |
| 3M | +1.8% | +26.2% | -24.4% | +0.9% |
| 6M | -2.1% | +77.0% | -79.1% | -3.8% |
| YTD | -33.4% | +18.9% | -52.3% | -34.9% |
| 1Y | -32.9% | +1.3% | -34.2% | -34.1% |
| All | -32.9% | +1.6% | -34.4% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling