-66.1%
ETSY vs THC
+248.0%
-314.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.3% | -2.6% | -4.2% |
| 7D | -10.9% | -2.6% | -8.4% | -10.3% |
| 30D | -14.9% | -1.2% | -13.7% | -14.7% |
| 3M | +5.8% | +58.9% | -53.1% | -7.6% |
| 6M | +29.1% | +9.3% | +19.8% | +24.7% |
| YTD | +31.3% | +30.4% | +1.0% | +19.2% |
| 1Y | +25.1% | +34.6% | -9.5% | +11.5% |
| 3Y | +8.5% | +246.7% | -238.2% | -36.4% |
| 5Y | -66.1% | +244.5% | -310.6% | -81.0% |
| All | -66.1% | +248.0% | -314.1% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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