+278.1%
HPE vs ESTC
+24.6%
+253.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +1.4% |
| 7D | -9.7% | -3.6% | -6.2% | -9.1% |
| 30D | -34.8% | -11.2% | -23.6% | -33.3% |
| 3M | -12.1% | +14.3% | -26.4% | -14.4% |
| 6M | +53.7% | +67.0% | -13.3% | +40.6% |
| YTD | +101.9% | +15.7% | +86.3% | +94.0% |
| 1Y | +104.3% | -6.3% | +110.6% | +102.4% |
| 3Y | +223.1% | +14.5% | +208.6% | +197.9% |
| 5Y | +249.2% | -49.9% | +299.1% | +249.3% |
| All | +278.1% | +24.6% | +253.4% | +156.2% |
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