+50.1%
HST vs ESTC
+0.3%
+49.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.9% | -2.2% | +2.5% |
| 7D | -1.1% | -1.2% | 0.0% | -1.1% |
| 30D | +11.6% | -8.1% | +19.7% | +11.8% |
| 3M | +9.5% | +20.2% | -10.6% | +8.8% |
| 6M | +18.9% | +72.7% | -53.8% | +16.0% |
| YTD | +51.0% | +19.6% | +31.3% | +47.1% |
| All | +50.1% | +0.3% | +49.8% | +43.0% |
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