+27.5%
HDB vs ESTC
+24.7%
+2.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +6.9% | -2.6% | +9.6% | +7.2% |
| 30D | +15.2% | -8.6% | +23.8% | +16.1% |
| 3M | +11.7% | +14.4% | -2.6% | +9.3% |
| 6M | +7.5% | +73.3% | -65.8% | -0.1% |
| YTD | -28.8% | +15.7% | -44.5% | -31.2% |
| 1Y | -29.1% | -7.6% | -21.5% | -29.8% |
| 3Y | -7.0% | +14.6% | -21.6% | -14.5% |
| 5Y | -22.1% | -50.0% | +28.0% | -23.3% |
| All | +27.5% | +24.7% | +2.7% | +2.1% |
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 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