+142.7%
ETSY vs HBM
+243.1%
-100.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +5.8% | -10.6% | -5.9% |
| 7D | -10.9% | +7.4% | -18.3% | -12.2% |
| 30D | -14.9% | +5.1% | -19.9% | -16.0% |
| 3M | +5.8% | +11.1% | -5.3% | +2.4% |
| 6M | +29.1% | +30.2% | -1.1% | +19.5% |
| YTD | +31.3% | +46.2% | -14.9% | +17.4% |
| 1Y | +25.1% | +120.0% | -94.9% | +2.5% |
| 3Y | +8.5% | +527.4% | -518.9% | -30.6% |
| 5Y | -66.1% | +400.4% | -466.5% | -78.1% |
| 10Y | +410.3% | +621.5% | -211.2% | +154.2% |
| All | +142.7% | +243.1% | -100.4% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling