-22.2%
HDB vs ESTC
-52.1%
+29.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +2.7% | +2.4% | +0.3% | +2.5% |
| 30D | +14.1% | -4.2% | +18.4% | +14.3% |
| 3M | +11.8% | +2.5% | +9.4% | +11.0% |
| 6M | +8.2% | +81.5% | -73.3% | +1.2% |
| YTD | -29.3% | +16.8% | -46.2% | -31.3% |
| 1Y | -28.8% | -3.5% | -25.3% | -29.6% |
| 3Y | -7.5% | +17.7% | -25.2% | -14.7% |
| All | -22.2% | -52.1% | +29.8% | -26.7% |
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 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