-91.5%
HTZ vs ESTC
-37.0%
-54.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +2.4% |
| 7D | +7.5% | -8.1% | +15.6% | +9.5% |
| 30D | +47.4% | +31.7% | +15.8% | +35.6% |
| 3M | -54.9% | +41.1% | -96.0% | -59.4% |
| 6M | -47.0% | +77.1% | -124.1% | -55.8% |
| YTD | -55.3% | +21.7% | -77.0% | -59.0% |
| 1Y | -57.6% | +8.4% | -66.0% | -60.2% |
| 3Y | -86.6% | +23.6% | -110.2% | -88.9% |
| 5Y | -86.1% | -46.5% | -39.7% | -86.7% |
| All | -91.5% | -37.0% | -54.5% | -92.1% |
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