+82.3%
HST vs ESTC
-52.1%
+134.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +3.6% | +2.4% | +1.2% | +3.1% |
| 30D | +11.2% | -4.2% | +15.5% | +11.8% |
| 3M | +13.1% | +2.5% | +10.6% | +11.8% |
| 6M | +23.9% | +81.5% | -57.6% | +10.2% |
| YTD | +52.3% | +16.8% | +35.4% | +45.0% |
| 1Y | +56.7% | -3.5% | +60.1% | +53.8% |
| 3Y | +87.5% | +17.7% | +69.8% | +66.4% |
| All | +82.3% | -52.1% | +134.3% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling