+142.7%
ETSY vs FHN
+144.5%
-1.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -4.6% |
| 7D | -10.9% | +2.7% | -13.6% | -11.5% |
| 30D | -14.9% | -3.1% | -11.8% | -14.3% |
| 3M | +5.8% | +2.3% | +3.5% | +5.1% |
| 6M | +29.1% | +9.7% | +19.4% | +26.0% |
| YTD | +31.3% | +4.7% | +26.6% | +29.7% |
| 1Y | +25.1% | +13.8% | +11.4% | +21.0% |
| 3Y | +8.5% | +131.6% | -123.1% | -11.7% |
| 5Y | -66.1% | +91.1% | -157.2% | -71.9% |
| 10Y | +410.3% | +126.6% | +283.7% | +261.6% |
| All | +142.7% | +144.5% | -1.7% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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