+280.9%
HPE vs ESTC
+25.9%
+255.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.6% |
| 7D | +7.9% | +2.4% | +5.5% | +7.4% |
| 30D | -23.5% | -4.2% | -19.2% | -22.8% |
| 3M | -19.1% | +2.5% | -21.5% | -19.7% |
| 6M | +51.4% | +81.5% | -30.1% | +36.7% |
| YTD | +103.4% | +16.8% | +86.6% | +95.1% |
| 1Y | +114.4% | -3.5% | +117.8% | +111.3% |
| 3Y | +224.7% | +17.7% | +206.9% | +198.1% |
| 5Y | +277.8% | -51.7% | +329.5% | +281.1% |
| All | +280.9% | +25.9% | +255.0% | +157.7% |
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