-29.2%
ETHA vs CHD
-3.1%
-26.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.9% |
| 7D | +2.9% | -4.2% | +7.1% | +2.4% |
| 30D | +31.4% | -7.6% | +39.0% | +30.2% |
| 3M | +48.9% | -1.6% | +50.5% | +48.8% |
| 6M | +20.9% | -6.3% | +27.2% | +20.7% |
| YTD | -17.2% | +14.6% | -31.8% | -17.9% |
| 1Y | -42.8% | +1.6% | -44.4% | -43.3% |
| All | -29.2% | -3.1% | -26.1% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling