+372.6%
HL vs ESTC
+25.9%
+346.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | -11.1% | +2.4% | -13.5% | -11.5% |
| 30D | -12.1% | -4.2% | -7.8% | -11.4% |
| 3M | -26.1% | +2.5% | -28.6% | -26.9% |
| 6M | -37.7% | +81.5% | -119.2% | -44.8% |
| YTD | -31.7% | +16.8% | -48.5% | -35.1% |
| 1Y | -11.6% | -3.5% | -8.2% | -13.2% |
| 3Y | +249.6% | +17.7% | +231.9% | +214.5% |
| 5Y | +108.5% | -51.7% | +160.3% | +104.3% |
| All | +372.6% | +25.9% | +346.6% | +256.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling