+133.9%
HL vs ESTC
+7.3%
+126.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -2.2% |
| 7D | +1.5% | -8.1% | +9.6% | +1.9% |
| 30D | +25.1% | +31.7% | -6.6% | +22.3% |
| 3M | +22.9% | +41.1% | -18.2% | +19.6% |
| 6M | -4.9% | +77.1% | -82.0% | -8.9% |
| YTD | +7.8% | +21.7% | -13.9% | +12.0% |
| 1Y | +133.9% | +8.4% | +125.5% | +154.4% |
| All | +133.9% | +7.3% | +126.6% | +154.4% |
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