+12.1%
HLT vs ESTC
+7.3%
+4.9%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -1.1% |
| 7D | -3.3% | -8.1% | +4.8% | -3.5% |
| 30D | -4.1% | +31.7% | -35.8% | -3.3% |
| 3M | -7.9% | +41.1% | -49.0% | -7.0% |
| 6M | +2.2% | +77.1% | -74.9% | +3.5% |
| YTD | +8.5% | +21.7% | -13.2% | +9.2% |
| 1Y | +12.1% | +8.4% | +3.7% | +12.7% |
| All | +12.1% | +7.3% | +4.9% | +12.7% |
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