+37.3%
HPQ vs ESTC
-46.4%
+83.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.1% | +6.0% | +4.2% |
| 7D | +1.3% | -3.3% | +4.6% | +1.7% |
| 30D | +8.7% | +13.4% | -4.8% | +6.3% |
| 3M | +31.5% | +41.3% | -9.9% | +24.5% |
| 6M | +76.0% | +62.6% | +13.4% | +63.2% |
| YTD | +49.5% | +14.8% | +34.8% | +44.5% |
| 1Y | +17.3% | -5.1% | +22.3% | +15.5% |
| 3Y | +24.4% | +11.2% | +13.2% | +12.9% |
| 5Y | +37.3% | -47.0% | +84.3% | +22.5% |
| All | +37.3% | -46.4% | +83.7% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling