+296.4%
HPE vs ESTC
+24.7%
+271.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.8% | +4.8% |
| 7D | +0.3% | -2.6% | +3.0% | +0.9% |
| 30D | -28.6% | -8.6% | -20.0% | -27.3% |
| 3M | -7.4% | +14.4% | -21.7% | -9.8% |
| 6M | +63.7% | +73.3% | -9.6% | +48.8% |
| YTD | +111.7% | +15.7% | +96.0% | +103.3% |
| 1Y | +123.5% | -7.6% | +131.1% | +121.9% |
| 3Y | +238.7% | +14.6% | +224.1% | +212.3% |
| 5Y | +261.0% | -50.0% | +311.1% | +261.4% |
| All | +296.4% | +24.7% | +271.7% | +168.5% |
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