+717.5%
HPE vs ETSY
+553.7%
+163.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.4% | +5.4% |
| 7D | +13.6% | -12.9% | +26.5% | +15.8% |
| 30D | +7.7% | -11.5% | +19.2% | +9.4% |
| 3M | +22.4% | +3.5% | +18.8% | +21.0% |
| 6M | +172.6% | +27.6% | +145.0% | +161.1% |
| YTD | +147.5% | +28.4% | +119.1% | +135.9% |
| 1Y | +151.8% | +27.1% | +124.7% | +138.5% |
| 3Y | +267.1% | +6.0% | +261.0% | +248.3% |
| 5Y | +362.8% | -67.1% | +429.9% | +386.8% |
| 10Y | +540.2% | +421.9% | +118.2% | +274.6% |
| All | +717.5% | +553.7% | +163.8% | +314.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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