+321.6%
HLT vs ESTC
+19.1%
+302.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.6% | -9.2% | +7.6% | 0.0% |
| 30D | -5.0% | +8.1% | -13.1% | -7.0% |
| 3M | -10.4% | +38.5% | -48.9% | -16.5% |
| 6M | +3.2% | +57.8% | -54.5% | -6.9% |
| YTD | +6.7% | +10.5% | -3.8% | +2.2% |
| 1Y | +10.3% | -6.4% | +16.6% | +8.2% |
| 3Y | +99.3% | +4.7% | +94.7% | +79.6% |
| 5Y | +143.7% | -47.8% | +191.5% | +136.2% |
| All | +321.6% | +19.1% | +302.5% | +179.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling