+421.9%
ETSY vs HAS
+54.3%
+367.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.7% |
| 7D | -12.9% | -4.8% | -8.0% | -11.1% |
| 30D | -11.5% | -5.1% | -6.3% | -9.6% |
| 3M | +3.5% | +6.4% | -2.8% | +0.6% |
| 6M | +27.6% | -5.6% | +33.3% | +28.6% |
| YTD | +28.4% | +11.0% | +17.4% | +20.1% |
| 1Y | +27.1% | +16.8% | +10.3% | +16.4% |
| 3Y | +6.0% | +44.0% | -38.0% | -14.4% |
| 5Y | -67.1% | +11.0% | -78.1% | -70.5% |
| 10Y | +421.9% | +56.0% | +365.9% | +307.2% |
| All | +421.9% | +54.3% | +367.7% | +307.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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