+249.2%
HPE vs ESTC
+11.7%
+237.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.7% | +11.4% | +8.3% |
| 7D | +10.1% | -4.3% | +14.4% | +10.9% |
| 30D | +5.3% | +17.7% | -12.4% | +1.7% |
| 3M | +12.7% | +42.3% | -29.6% | +5.1% |
| 6M | +167.7% | +64.6% | +103.1% | +143.6% |
| YTD | +135.5% | +17.2% | +118.2% | +124.5% |
| 1Y | +143.4% | -4.2% | +147.6% | +138.7% |
| 3Y | +249.2% | +13.5% | +235.6% | +233.5% |
| All | +249.2% | +11.7% | +237.4% | +233.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling