+18.7%
HPQ vs ESTC
+7.3%
+11.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +2.8% |
| 7D | +6.9% | -8.1% | +15.1% | +8.1% |
| 30D | +14.4% | +31.7% | -17.2% | +9.6% |
| 3M | +25.6% | +41.1% | -15.4% | +19.0% |
| 6M | +75.0% | +77.1% | -2.0% | +64.2% |
| YTD | +50.7% | +21.7% | +29.0% | +37.0% |
| 1Y | +18.7% | +8.4% | +10.3% | +6.8% |
| All | +18.7% | +7.3% | +11.4% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling