+116.4%
HPE vs ESTC
+1.6%
+114.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.9% | -4.8% | -5.5% |
| 7D | -17.0% | -15.9% | -1.1% | -14.2% |
| 30D | -26.7% | -5.5% | -21.2% | -25.7% |
| 3M | -4.1% | +26.2% | -30.4% | -8.3% |
| 6M | +75.4% | +77.0% | -1.6% | +59.5% |
| YTD | +111.0% | +18.9% | +92.1% | +95.4% |
| 1Y | +116.4% | +1.3% | +115.1% | +101.0% |
| All | +116.4% | +1.6% | +114.9% | +101.0% |
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