+153.0%
HUM vs ETSY
+134.7%
+18.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.6% | +2.1% |
| 7D | +2.1% | -4.9% | +7.0% | +2.5% |
| 30D | +5.4% | -8.6% | +14.0% | +6.2% |
| 3M | +11.4% | +4.8% | +6.6% | +10.7% |
| 6M | +141.5% | +38.1% | +103.4% | +133.9% |
| YTD | +61.2% | +31.2% | +29.9% | +56.7% |
| 1Y | +49.2% | +22.1% | +27.0% | +45.0% |
| 3Y | -9.0% | +12.2% | -21.3% | -12.3% |
| 5Y | +7.2% | -66.5% | +73.6% | +10.8% |
| 10Y | +152.7% | +433.4% | -280.7% | +101.0% |
| All | +153.0% | +134.7% | +18.3% | +108.3% |
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