+101.2%
HSY vs ESTC
+28.9%
+72.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.4% | -2.6% |
| 7D | +1.3% | -1.2% | +2.5% | +1.3% |
| 30D | +6.6% | -8.1% | +14.7% | +6.7% |
| 3M | -4.1% | +20.2% | -24.3% | -4.5% |
| 6M | -5.2% | +72.7% | -78.0% | -6.2% |
| YTD | -2.5% | +19.6% | -22.2% | -2.9% |
| 1Y | +4.7% | +0.3% | +4.5% | +4.8% |
| 3Y | +0.6% | +22.8% | -22.2% | -1.5% |
| 5Y | +11.7% | -50.9% | +62.6% | +13.8% |
| All | +101.2% | +28.9% | +72.3% | +72.6% |
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