+138.4%
HLT vs ESTC
-47.6%
+186.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.6% | -9.2% | +7.6% | -0.2% |
| 30D | -5.0% | +8.1% | -13.1% | -6.7% |
| 3M | -10.4% | +38.5% | -48.9% | -15.5% |
| 6M | +3.2% | +57.8% | -54.5% | -5.4% |
| YTD | +6.7% | +10.5% | -3.8% | +3.1% |
| 1Y | +10.3% | -6.4% | +16.6% | +9.0% |
| 3Y | +99.3% | +4.7% | +94.7% | +82.5% |
| All | +138.4% | -47.6% | +186.0% | +107.4% |
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