-86.5%
HTZ vs ESTC
+25.2%
-111.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +2.1% |
| 7D | +7.5% | -8.1% | +15.6% | +8.9% |
| 30D | +47.4% | +31.7% | +15.8% | +39.3% |
| 3M | -54.9% | +41.1% | -96.0% | -58.1% |
| 6M | -47.0% | +77.1% | -124.1% | -53.3% |
| YTD | -55.3% | +21.7% | -77.0% | -57.5% |
| 1Y | -57.6% | +8.4% | -66.0% | -59.0% |
| All | -86.5% | +25.2% | -111.7% | -87.7% |
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