+424.6%
ETSY vs HUBB
+446.9%
-22.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.1% | +0.8% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | -8.6% | -10.0% | +1.3% | -4.1% |
| 3M | +4.8% | -1.6% | +6.4% | +4.3% |
| 6M | +38.1% | -3.1% | +41.2% | +37.8% |
| YTD | +31.2% | +4.6% | +26.7% | +25.3% |
| 1Y | +22.1% | +3.3% | +18.8% | +16.4% |
| 3Y | +12.2% | +46.6% | -34.3% | -15.9% |
| 5Y | -66.5% | +158.7% | -225.2% | -82.1% |
| All | +424.6% | +446.9% | -22.3% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 10y: compounded portfolio wealth divided by compounded HUBB 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…
10y analysis · Full analysis span regression · 6 months rolling