-42.7%
ETHA vs CNH
+29.2%
-71.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.7% | -3.2% |
| 7D | +0.8% | +23.3% | -22.5% | -2.7% |
| 30D | +27.9% | +33.5% | -5.6% | +21.3% |
| 3M | +38.3% | +32.7% | +5.6% | +31.1% |
| 6M | +14.0% | +22.2% | -8.2% | +9.8% |
| YTD | -17.4% | +57.7% | -75.1% | -26.9% |
| 1Y | -42.7% | +28.0% | -70.6% | -44.1% |
| All | -42.7% | +29.2% | -71.9% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling