+424.6%
ETSY vs HBM
+619.2%
-194.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -4.9% | -3.3% | -1.6% | -4.5% |
| 30D | -8.6% | -4.8% | -3.8% | -8.2% |
| 3M | +4.8% | -0.4% | +5.2% | +3.5% |
| 6M | +38.1% | +17.9% | +20.2% | +30.1% |
| YTD | +31.2% | +33.7% | -2.5% | +18.9% |
| 1Y | +22.1% | +95.6% | -73.5% | +1.7% |
| 3Y | +12.2% | +458.1% | -445.9% | -27.6% |
| 5Y | -66.5% | +329.0% | -395.5% | -78.0% |
| All | +424.6% | +619.2% | -194.6% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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