+70.7%
HON vs ESTC
+24.7%
+46.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -0.4% | -2.6% | +2.3% | -0.1% |
| 30D | +8.6% | -8.6% | +17.2% | +9.5% |
| 3M | -0.8% | +14.4% | -15.1% | -2.8% |
| 6M | -0.1% | +73.3% | -73.4% | -6.9% |
| YTD | +12.8% | +15.7% | -3.0% | +9.2% |
| 1Y | +10.4% | -7.6% | +18.0% | +9.6% |
| 3Y | +30.5% | +14.6% | +15.9% | +20.8% |
| 5Y | +15.0% | -50.0% | +65.0% | +14.6% |
| All | +70.7% | +24.7% | +46.0% | +24.7% |
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 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