+613.6%
HL vs ESTC
+19.1%
+594.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -4.4% | -9.2% | +4.8% | -2.7% |
| 30D | +9.3% | +8.1% | +1.2% | +6.9% |
| 3M | +32.0% | +38.5% | -6.5% | +23.1% |
| 6M | -6.4% | +57.8% | -64.2% | -15.4% |
| YTD | +3.1% | +10.5% | -7.4% | -1.0% |
| 1Y | +77.6% | -6.4% | +83.9% | +75.1% |
| 3Y | +392.8% | +4.7% | +388.2% | +352.4% |
| 5Y | +234.1% | -47.8% | +281.9% | +223.2% |
| All | +613.6% | +19.1% | +594.4% | +443.9% |
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