+37.4%
HST vs ESTC
+0.7%
+36.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.2% |
| 7D | +2.0% | -4.3% | +6.3% | +2.1% |
| 30D | -5.2% | +17.7% | -23.0% | -5.7% |
| 3M | -6.2% | +42.3% | -48.5% | -7.4% |
| 6M | +20.4% | +64.6% | -44.1% | +18.1% |
| YTD | +30.6% | +17.2% | +13.4% | +28.0% |
| 1Y | +37.4% | -4.2% | +41.6% | +37.3% |
| All | +37.4% | +0.7% | +36.6% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling