+137.3%
ETSY vs HIG
+307.6%
-170.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | -12.9% | -0.5% | -12.4% | -12.8% |
| 30D | -11.5% | -2.8% | -8.6% | -10.8% |
| 3M | +3.5% | +6.3% | -2.8% | +2.0% |
| 6M | +27.6% | -0.1% | +27.7% | +27.4% |
| YTD | +28.4% | +0.4% | +28.0% | +27.9% |
| 1Y | +27.1% | +6.2% | +20.8% | +24.6% |
| 3Y | +6.0% | +101.6% | -95.6% | -11.5% |
| 5Y | -67.1% | +119.8% | -187.0% | -73.2% |
| 10Y | +421.9% | +311.7% | +110.2% | +242.2% |
| All | +137.3% | +307.6% | -170.3% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling