-67.1%
ETSY vs HDB
-38.7%
-28.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -1.4% |
| 7D | -12.9% | -4.9% | -8.0% | -10.7% |
| 30D | -11.5% | -5.8% | -5.6% | -8.8% |
| 3M | +3.5% | -5.2% | +8.7% | +5.2% |
| 6M | +27.6% | -25.7% | +53.3% | +46.3% |
| YTD | +28.4% | -39.6% | +68.0% | +63.6% |
| 1Y | +27.1% | -36.9% | +64.0% | +57.3% |
| 3Y | +6.0% | -29.7% | +35.8% | +19.1% |
| 5Y | -67.1% | -37.8% | -29.4% | -63.3% |
| All | -67.1% | -38.7% | -28.4% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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