+52.0%
HPQ vs ESTC
+24.7%
+27.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -3.2% | -2.6% | -0.6% | -2.9% |
| 30D | -3.0% | -8.6% | +5.5% | -1.6% |
| 3M | +0.6% | +14.4% | -13.8% | -2.6% |
| 6M | +36.6% | +73.3% | -36.7% | +22.8% |
| YTD | +35.0% | +15.7% | +19.3% | +28.8% |
| 1Y | +23.1% | -7.6% | +30.7% | +21.6% |
| 3Y | +18.6% | +14.6% | +4.1% | +4.9% |
| 5Y | +10.3% | -50.0% | +60.4% | +9.2% |
| All | +52.0% | +24.7% | +27.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling