+51.0%
HST vs ESTC
+26.3%
+24.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.7% |
| 7D | +2.0% | -4.3% | +6.3% | +2.6% |
| 30D | -5.2% | +17.7% | -23.0% | -8.5% |
| 3M | -6.2% | +42.3% | -48.5% | -12.6% |
| 6M | +20.4% | +64.6% | -44.1% | +8.5% |
| YTD | +30.6% | +17.2% | +13.4% | +24.3% |
| 1Y | +37.4% | -4.2% | +41.6% | +34.7% |
| 3Y | +66.1% | +13.5% | +52.6% | +49.0% |
| 5Y | +73.7% | -45.5% | +119.2% | +66.3% |
| All | +51.0% | +26.3% | +24.7% | +2.5% |
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 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