+54.0%
HST vs ESTC
-3.0%
+57.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +2.7% |
| 7D | +0.6% | -3.6% | +4.1% | +0.7% |
| 30D | +14.5% | -11.2% | +25.7% | +14.9% |
| 3M | +15.4% | +14.3% | +1.1% | +14.9% |
| 6M | +22.0% | +67.0% | -45.0% | +19.1% |
| YTD | +54.9% | +15.7% | +39.2% | +51.1% |
| 1Y | +54.0% | -6.3% | +60.2% | +46.8% |
| All | +54.0% | -3.0% | +57.0% | +46.8% |
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 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