+13.0%
HSY vs ESTC
-46.4%
+59.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -1.2% |
| 7D | -3.3% | -8.1% | +4.8% | -3.4% |
| 30D | -2.8% | +31.7% | -34.5% | -2.3% |
| 3M | -4.5% | +41.1% | -45.5% | -3.9% |
| 6M | -24.2% | +77.1% | -101.3% | -23.4% |
| YTD | -2.7% | +21.7% | -24.4% | -2.0% |
| 1Y | -3.7% | +8.4% | -12.1% | -3.0% |
| 3Y | -11.5% | +23.6% | -35.1% | -11.2% |
| All | +13.0% | -46.4% | +59.4% | +10.7% |
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 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