-65.8%
ETSY vs USHY
+20.9%
-86.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.5% |
| 7D | -4.9% | -0.7% | -4.2% | -2.7% |
| 30D | -8.6% | -0.7% | -8.0% | -6.6% |
| 3M | +4.8% | +0.1% | +4.7% | +4.6% |
| 6M | +38.1% | +1.8% | +36.3% | +30.5% |
| YTD | +31.2% | +1.8% | +29.5% | +24.1% |
| 1Y | +22.1% | +3.3% | +18.8% | +10.4% |
| 3Y | +12.2% | +27.0% | -14.7% | -48.7% |
| All | -65.8% | +20.9% | -86.7% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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