+50.9%
HST vs ESTC
+31.2%
+19.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.0% |
| 7D | -1.0% | -8.1% | +7.1% | +0.3% |
| 30D | -12.3% | +31.7% | -43.9% | -16.9% |
| 3M | -6.4% | +41.1% | -47.4% | -12.6% |
| 6M | +15.0% | +77.1% | -62.1% | +2.3% |
| YTD | +30.5% | +21.7% | +8.8% | +23.4% |
| 1Y | +35.7% | +8.4% | +27.3% | +30.0% |
| 3Y | +68.4% | +23.6% | +44.8% | +48.5% |
| 5Y | +73.1% | -46.5% | +119.6% | +66.4% |
| All | +50.9% | +31.2% | +19.7% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling