-93.4%
HTZ vs ESTC
-42.2%
-51.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -6.1% | -14.7% | -19.3% |
| 7D | -7.7% | -18.5% | +10.8% | -2.8% |
| 30D | -13.1% | -11.0% | -2.1% | -10.6% |
| 3M | +14.7% | +20.8% | -6.0% | +7.6% |
| 6M | -70.6% | +67.9% | -138.5% | -75.1% |
| YTD | -65.2% | +11.6% | -76.8% | -67.4% |
| 1Y | -73.2% | -3.3% | -69.9% | -74.0% |
| 3Y | -80.8% | +16.4% | -97.2% | -83.8% |
| 5Y | -94.8% | -49.9% | -44.9% | -94.9% |
| All | -93.4% | -42.2% | -51.2% | -93.7% |
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 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