+319.3%
HLT vs ESTC
+26.3%
+293.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.5% |
| 7D | -2.4% | -4.3% | +1.9% | -1.7% |
| 30D | -4.1% | +17.7% | -21.8% | -7.5% |
| 3M | -10.6% | +42.3% | -52.9% | -17.0% |
| 6M | +2.0% | +64.6% | -62.5% | -8.6% |
| YTD | +6.1% | +17.2% | -11.1% | +0.6% |
| 1Y | +9.8% | -4.2% | +14.0% | +7.5% |
| 3Y | +99.0% | +13.5% | +85.5% | +76.6% |
| 5Y | +151.5% | -45.5% | +197.0% | +142.2% |
| All | +319.3% | +26.3% | +293.0% | +174.9% |
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