-28.7%
ETHA vs BAH
-52.1%
+23.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +2.7% | -4.3% | +7.0% | +3.3% |
| 30D | +29.4% | -4.5% | +33.8% | +30.1% |
| 3M | +47.2% | -7.6% | +54.8% | +48.4% |
| 6M | +25.4% | -10.6% | +36.0% | +26.8% |
| YTD | -16.5% | -12.6% | -4.0% | -15.3% |
| 1Y | -42.3% | -27.0% | -15.3% | -39.7% |
| All | -28.7% | -52.1% | +23.5% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling