-29.2%
ETHA vs BHP
+84.4%
-113.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -1.0% |
| 7D | +2.9% | +0.9% | +2.0% | +2.2% |
| 30D | +31.4% | +4.0% | +27.4% | +27.7% |
| 3M | +48.9% | +11.3% | +37.6% | +37.1% |
| 6M | +20.9% | +29.3% | -8.4% | -1.2% |
| YTD | -17.2% | +59.2% | -76.4% | -42.1% |
| 1Y | -42.8% | +80.8% | -123.6% | -63.5% |
| All | -29.2% | +84.4% | -113.6% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling