+646.0%
HL vs ESTC
+31.2%
+614.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -1.7% |
| 7D | +1.5% | -8.1% | +9.6% | +2.9% |
| 30D | +25.1% | +31.7% | -6.6% | +18.2% |
| 3M | +22.9% | +41.1% | -18.2% | +14.4% |
| 6M | -4.9% | +77.1% | -82.0% | -15.8% |
| YTD | +7.8% | +21.7% | -13.9% | +1.8% |
| 1Y | +133.9% | +8.4% | +125.5% | +124.8% |
| 3Y | +380.9% | +23.6% | +357.3% | +327.9% |
| 5Y | +230.2% | -46.5% | +276.7% | +217.6% |
| All | +646.0% | +31.2% | +614.9% | +459.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling