-21.5%
DHR vs ETHA
-30.1%
+8.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | -0.1% |
| 7D | -2.4% | +2.9% | -5.3% | -2.7% |
| 30D | -2.2% | +31.4% | -33.6% | -4.5% |
| 3M | +9.0% | +48.9% | -39.9% | +5.0% |
| 6M | +3.5% | +20.9% | -17.4% | +1.3% |
| YTD | -10.1% | -17.2% | +7.0% | -9.3% |
| 1Y | +6.2% | -42.8% | +49.0% | +10.6% |
| All | -21.5% | -30.1% | +8.6% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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