-93.1%
HTZ vs ESTC
-47.3%
-45.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.9% | +10.1% | +9.4% |
| 7D | +18.9% | -15.9% | +34.8% | +23.9% |
| 30D | +26.3% | -5.5% | +31.8% | +27.5% |
| 3M | +49.7% | +26.2% | +23.5% | +38.4% |
| 6M | -61.1% | +77.0% | -138.1% | -67.6% |
| YTD | -56.0% | +18.9% | -74.9% | -59.7% |
| 1Y | -66.4% | +1.3% | -67.7% | -67.9% |
| 3Y | -75.8% | +24.0% | -99.8% | -79.9% |
| 5Y | -93.1% | -47.7% | -45.4% | -93.9% |
| All | -93.1% | -47.3% | -45.8% | -93.9% |
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