+155.0%
ETSY vs HAS
+107.6%
+47.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -6.5% |
| 7D | -8.5% | -1.8% | -6.7% | -7.8% |
| 30D | -10.9% | +2.3% | -13.2% | -11.7% |
| 3M | +14.1% | +10.4% | +3.7% | +9.4% |
| 6M | +37.5% | -3.2% | +40.7% | +37.2% |
| YTD | +38.0% | +15.4% | +22.6% | +27.6% |
| 1Y | +46.5% | +18.8% | +27.7% | +33.9% |
| 3Y | +2.5% | +43.9% | -41.4% | -16.1% |
| 5Y | -65.3% | +13.9% | -79.2% | -69.0% |
| 10Y | +451.6% | +56.4% | +395.2% | +314.2% |
| All | +155.0% | +107.6% | +47.5% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling