-36.5%
HDB vs ESTC
+0.7%
-37.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.7% | -2.9% |
| 7D | -2.0% | -4.3% | +2.2% | -1.9% |
| 30D | -4.9% | +17.7% | -22.6% | -5.2% |
| 3M | -2.3% | +42.3% | -44.6% | -3.1% |
| 6M | -23.7% | +64.6% | -88.3% | -24.5% |
| YTD | -38.5% | +17.2% | -55.7% | -39.6% |
| 1Y | -36.5% | -4.2% | -32.3% | -37.8% |
| All | -36.5% | +0.7% | -37.2% | -37.8% |
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