-42.8%
ETHA vs BAH
-24.0%
-18.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.2% |
| 7D | +3.5% | +4.3% | -0.8% | +2.9% |
| 30D | +35.3% | -2.5% | +37.8% | +35.5% |
| 3M | +50.9% | -0.9% | +51.8% | +50.6% |
| 6M | +22.1% | +1.5% | +20.7% | +20.3% |
| YTD | -14.6% | -8.0% | -6.6% | -14.2% |
| 1Y | -42.8% | -24.7% | -18.0% | -35.2% |
| All | -42.8% | -24.0% | -18.7% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling