+70.0%
HPQ vs ESTC
+23.7%
+46.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +5.3% |
| 7D | +2.2% | -3.3% | +5.6% | +2.7% |
| 30D | +9.7% | +13.4% | -3.7% | +6.7% |
| 3M | +32.7% | +41.3% | -8.6% | +23.9% |
| 6M | +77.7% | +62.6% | +15.1% | +61.4% |
| YTD | +51.0% | +14.8% | +36.2% | +44.7% |
| 1Y | +18.4% | -5.1% | +23.5% | +16.4% |
| 3Y | +25.6% | +11.2% | +14.4% | +11.6% |
| 5Y | +38.6% | -47.0% | +85.6% | +34.9% |
| All | +70.0% | +23.7% | +46.3% | +11.6% |
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