+54.1%
HPQ vs ESTC
+25.9%
+28.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | +3.2% | +2.4% | +0.8% | +2.7% |
| 30D | -3.6% | -4.2% | +0.6% | -3.0% |
| 3M | -5.3% | +2.5% | -7.8% | -6.5% |
| 6M | +41.1% | +81.5% | -40.4% | +25.9% |
| YTD | +36.9% | +16.8% | +20.0% | +30.4% |
| 1Y | +23.5% | -3.5% | +27.0% | +21.1% |
| 3Y | +19.6% | +17.7% | +1.9% | +5.2% |
| 5Y | +11.4% | -51.7% | +63.2% | +11.3% |
| All | +54.1% | +25.9% | +28.2% | +0.6% |
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