+281.4%
HL vs ESTC
+19.0%
+262.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.3% | -3.9% | -6.8% |
| 7D | +8.2% | -3.6% | +11.7% | +8.7% |
| 30D | -16.3% | -11.2% | -5.1% | -14.9% |
| 3M | -18.6% | +14.3% | -32.9% | -20.4% |
| 6M | -23.2% | +67.0% | -90.2% | -29.1% |
| YTD | -25.5% | +15.7% | -41.1% | -27.5% |
| 1Y | -4.8% | -6.3% | +1.5% | -4.1% |
| 3Y | +281.4% | +14.5% | +266.9% | +271.3% |
| All | +281.4% | +19.0% | +262.4% | +271.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling