+74.5%
HST vs ESTC
+28.9%
+45.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.9% | -2.2% | +1.9% |
| 7D | -1.1% | -1.2% | 0.0% | -0.9% |
| 30D | +11.6% | -8.1% | +19.7% | +13.0% |
| 3M | +9.5% | +20.2% | -10.6% | +5.2% |
| 6M | +18.9% | +72.7% | -53.8% | +6.4% |
| YTD | +51.0% | +19.6% | +31.3% | +42.8% |
| 1Y | +53.0% | +0.3% | +52.7% | +48.7% |
| 3Y | +87.5% | +22.8% | +64.7% | +65.8% |
| 5Y | +76.7% | -50.9% | +127.5% | +72.5% |
| All | +74.5% | +28.9% | +45.6% | +17.8% |
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