-27.0%
ETHA vs BHP
+74.2%
-101.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.4% |
| 7D | +3.5% | -3.6% | +7.1% | +6.1% |
| 30D | +35.3% | -1.2% | +36.5% | +36.3% |
| 3M | +50.9% | +1.2% | +49.7% | +48.8% |
| 6M | +22.1% | +21.4% | +0.7% | +4.4% |
| YTD | -14.6% | +50.4% | -65.0% | -37.9% |
| 1Y | -42.8% | +67.5% | -110.3% | -61.5% |
| All | -27.0% | +74.2% | -101.2% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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