+3.8%
HSY vs ESTC
+18.0%
-14.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | +0.4% |
| 7D | +7.5% | -11.5% | +19.0% | +7.1% |
| 30D | +11.1% | -7.5% | +18.6% | +10.8% |
| 3M | -1.9% | +23.1% | -25.0% | -1.2% |
| 6M | -3.0% | +75.3% | -78.3% | -1.1% |
| YTD | 0.0% | +14.1% | -14.1% | +1.3% |
| 1Y | +9.4% | -0.6% | +10.0% | +10.7% |
| 3Y | +3.8% | +20.8% | -17.1% | +1.7% |
| All | +3.8% | +18.0% | -14.2% | +1.7% |
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