-66.3%
ETSY vs HBM
+329.7%
-396.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.5% | +8.1% | +2.1% |
| 7D | -12.7% | -3.7% | -9.0% | -12.2% |
| 30D | -9.9% | -3.7% | -6.3% | -9.7% |
| 3M | +4.2% | +8.0% | -3.8% | +0.8% |
| 6M | +34.2% | +15.8% | +18.4% | +25.7% |
| YTD | +29.1% | +34.4% | -5.2% | +14.4% |
| 1Y | +23.8% | +98.2% | -74.3% | -1.8% |
| 3Y | +6.6% | +476.6% | -469.9% | -40.5% |
| All | -66.3% | +329.7% | -396.1% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling