+82.7%
HL vs ESTC
-8.5%
+91.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.4% | -3.8% |
| 7D | -5.6% | -13.2% | +7.5% | -5.1% |
| 30D | +12.7% | +9.3% | +3.4% | +12.2% |
| 3M | +42.5% | +37.3% | +5.2% | +39.7% |
| 6M | -9.0% | +61.0% | -70.0% | -10.8% |
| YTD | +4.4% | +10.7% | -6.3% | +8.6% |
| 1Y | +82.7% | -7.2% | +89.8% | +109.3% |
| All | +82.7% | -8.5% | +91.2% | +109.3% |
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