+137.3%
ETSY vs HUBB
+423.6%
-286.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.2% |
| 7D | -12.9% | +1.1% | -14.0% | -13.4% |
| 30D | -11.5% | -9.6% | -1.8% | -7.1% |
| 3M | +3.5% | -6.2% | +9.7% | +5.6% |
| 6M | +27.6% | -6.2% | +33.8% | +29.5% |
| YTD | +28.4% | +3.4% | +25.1% | +23.0% |
| 1Y | +27.1% | +5.3% | +21.8% | +19.7% |
| 3Y | +6.0% | +44.4% | -38.3% | -20.8% |
| 5Y | -67.1% | +152.4% | -219.5% | -82.6% |
| 10Y | +421.9% | +437.0% | -15.1% | +56.5% |
| All | +137.3% | +423.6% | -286.3% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling