+243.3%
HL vs ESTC
-47.2%
+290.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.4% |
| 7D | +7.1% | -4.3% | +11.4% | +7.8% |
| 30D | +21.4% | +17.7% | +3.7% | +16.8% |
| 3M | +37.4% | +42.3% | -4.9% | +27.0% |
| 6M | +0.4% | +64.6% | -64.2% | -10.5% |
| YTD | +6.7% | +17.2% | -10.5% | +1.3% |
| 1Y | +102.4% | -4.2% | +106.6% | +99.3% |
| 3Y | +417.4% | +13.5% | +403.9% | +362.0% |
| 5Y | +243.3% | -45.5% | +288.9% | +226.0% |
| All | +243.3% | -47.2% | +290.5% | +226.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling