+78.0%
HST vs ESTC
+18.0%
+60.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -0.3% |
| 7D | -2.7% | -11.5% | +8.8% | -1.5% |
| 30D | +10.7% | -7.5% | +18.2% | +11.5% |
| 3M | +6.3% | +23.1% | -16.8% | +3.3% |
| 6M | +19.0% | +75.3% | -56.3% | +10.4% |
| YTD | +47.0% | +14.1% | +32.9% | +43.1% |
| 1Y | +53.4% | -0.6% | +54.0% | +51.6% |
| 3Y | +78.0% | +20.8% | +57.2% | +71.9% |
| All | +78.0% | +18.0% | +60.0% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling