+99.7%
HSY vs ESTC
+23.7%
+76.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.6% |
| 7D | -3.0% | -3.3% | +0.4% | -2.9% |
| 30D | -5.0% | +13.4% | -18.5% | -5.3% |
| 3M | -1.3% | +41.3% | -42.6% | -1.9% |
| 6M | -21.5% | +62.6% | -84.1% | -22.2% |
| YTD | -3.3% | +14.8% | -18.0% | -3.5% |
| 1Y | -5.5% | -5.1% | -0.4% | -5.4% |
| 3Y | -9.9% | +11.2% | -21.1% | -11.5% |
| 5Y | +11.3% | -47.0% | +58.3% | +12.5% |
| All | +99.7% | +23.7% | +76.1% | +71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling