+100.9%
HSY vs ESTC
+31.2%
+69.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -1.0% |
| 7D | -3.3% | -8.1% | +4.8% | -3.2% |
| 30D | -2.8% | +31.7% | -34.5% | -3.3% |
| 3M | -4.5% | +41.1% | -45.5% | -5.1% |
| 6M | -24.2% | +77.1% | -101.3% | -25.0% |
| YTD | -2.7% | +21.7% | -24.4% | -3.0% |
| 1Y | -3.7% | +8.4% | -12.1% | -3.9% |
| 3Y | -11.5% | +23.6% | -35.1% | -13.3% |
| 5Y | +10.3% | -46.5% | +56.8% | +11.8% |
| All | +100.9% | +31.2% | +69.7% | +72.4% |
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