-29.2%
ETHA vs BAH
-52.1%
+22.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +2.9% | -1.3% | +4.3% | +3.1% |
| 30D | +31.4% | -6.6% | +38.0% | +32.5% |
| 3M | +48.9% | -7.2% | +56.0% | +50.0% |
| 6M | +20.9% | -10.0% | +30.9% | +22.1% |
| YTD | -17.2% | -12.5% | -4.7% | -15.9% |
| 1Y | -42.8% | -27.9% | -14.9% | -40.1% |
| All | -29.2% | -52.1% | +22.9% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling