+155.0%
ETSY vs THC
+411.8%
-256.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -6.8% |
| 7D | -8.5% | -0.7% | -7.8% | -8.4% |
| 30D | -10.9% | +1.3% | -12.2% | -11.1% |
| 3M | +14.1% | +64.2% | -50.1% | +3.6% |
| 6M | +37.5% | +8.3% | +29.2% | +34.4% |
| YTD | +38.0% | +33.4% | +4.6% | +28.8% |
| 1Y | +46.5% | +37.7% | +8.9% | +35.4% |
| 3Y | +2.5% | +236.8% | -234.3% | -22.5% |
| 5Y | -65.3% | +249.3% | -314.5% | -74.6% |
| 10Y | +451.6% | +995.2% | -543.6% | +199.1% |
| All | +155.0% | +411.8% | -256.7% | +69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling