-25.3%
HDB vs ESTC
-48.9%
+23.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.5% | +1.6% |
| 7D | +13.3% | -11.5% | +24.9% | +14.5% |
| 30D | +13.6% | -7.5% | +21.1% | +14.1% |
| 3M | +5.8% | +23.1% | -17.3% | +3.0% |
| 6M | -1.9% | +75.3% | -77.2% | -8.0% |
| YTD | -31.2% | +14.1% | -45.3% | -33.0% |
| 1Y | -29.6% | -0.6% | -29.0% | -30.6% |
| 3Y | -10.1% | +20.8% | -30.9% | -17.5% |
| All | -25.3% | -48.9% | +23.6% | -29.7% |
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