-65.8%
ETSY vs HIG
+116.1%
-181.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.8% |
| 7D | -4.9% | -1.5% | -3.4% | -4.3% |
| 30D | -8.6% | -0.4% | -8.3% | -8.4% |
| 3M | +4.8% | +6.7% | -1.9% | +1.8% |
| 6M | +38.1% | +2.0% | +36.1% | +36.3% |
| YTD | +31.2% | +0.3% | +31.0% | +30.3% |
| 1Y | +22.1% | +4.2% | +17.9% | +18.6% |
| 3Y | +12.2% | +102.2% | -90.0% | -25.5% |
| All | -65.8% | +116.1% | -181.9% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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