-29.3%
ETHA vs CHD
-4.4%
-24.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.3% |
| 7D | -2.4% | -4.7% | +2.3% | -3.0% |
| 30D | +30.9% | -8.3% | +39.2% | +29.6% |
| 3M | +51.1% | -4.0% | +55.2% | +50.6% |
| 6M | +20.5% | -6.5% | +27.0% | +20.2% |
| YTD | -17.3% | +13.1% | -30.3% | -18.1% |
| 1Y | -43.2% | +2.3% | -45.6% | -43.8% |
| All | -29.3% | -4.4% | -24.9% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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