+13.5%
HDB vs ESTC
+31.2%
-17.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.1% |
| 7D | +0.4% | -8.1% | +8.5% | +1.3% |
| 30D | -2.8% | +31.7% | -34.5% | -6.2% |
| 3M | -3.5% | +41.1% | -44.6% | -7.8% |
| 6M | -24.7% | +77.1% | -101.8% | -30.2% |
| YTD | -36.6% | +21.7% | -58.3% | -38.8% |
| 1Y | -34.4% | +8.4% | -42.8% | -36.1% |
| 3Y | -24.4% | +23.6% | -48.0% | -31.1% |
| 5Y | -35.4% | -46.5% | +11.1% | -36.8% |
| All | +13.5% | +31.2% | -17.6% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling