-37.4%
HDB vs ESTC
-47.2%
+9.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.7% | -2.7% |
| 7D | -2.0% | -4.3% | +2.2% | -1.7% |
| 30D | -4.9% | +17.7% | -22.6% | -6.6% |
| 3M | -2.3% | +42.3% | -44.6% | -6.1% |
| 6M | -23.7% | +64.6% | -88.3% | -28.0% |
| YTD | -38.5% | +17.2% | -55.7% | -40.1% |
| 1Y | -36.5% | -4.2% | -32.3% | -37.0% |
| 3Y | -28.5% | +13.5% | -42.0% | -33.7% |
| 5Y | -37.4% | -45.5% | +8.2% | -39.8% |
| All | -37.4% | -47.2% | +9.8% | -39.8% |
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 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