+137.3%
ETSY vs PHM
+503.4%
-366.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | -12.9% | -3.9% | -9.0% | -11.1% |
| 30D | -11.5% | -8.6% | -2.9% | -7.5% |
| 3M | +3.5% | -2.9% | +6.5% | +4.7% |
| 6M | +27.6% | -5.7% | +33.3% | +30.2% |
| YTD | +28.4% | +1.9% | +26.6% | +25.0% |
| 1Y | +27.1% | -12.3% | +39.4% | +33.4% |
| 3Y | +6.0% | +50.8% | -44.7% | -19.9% |
| 5Y | -67.1% | +157.3% | -224.4% | -81.3% |
| 10Y | +421.9% | +566.5% | -144.6% | +78.9% |
| All | +137.3% | +503.4% | -366.1% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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