+388.5%
HPE vs ESTC
+19.1%
+369.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.1% | +12.5% | +12.5% |
| 7D | +19.4% | -9.2% | +28.6% | +21.2% |
| 30D | +5.6% | +8.1% | -2.5% | +3.5% |
| 3M | +33.1% | +38.5% | -5.4% | +24.9% |
| 6M | +192.5% | +57.8% | +134.7% | +168.3% |
| YTD | +160.9% | +10.5% | +150.4% | +151.9% |
| 1Y | +155.0% | -6.4% | +161.3% | +151.4% |
| 3Y | +289.4% | +4.7% | +284.7% | +262.8% |
| 5Y | +395.7% | -47.8% | +443.4% | +388.1% |
| All | +388.5% | +19.1% | +369.4% | +232.6% |
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