-29.3%
ETHA vs GH
+396.5%
-425.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.4% |
| 7D | -2.4% | -1.2% | -1.2% | -2.2% |
| 30D | +30.9% | -3.7% | +34.6% | +31.8% |
| 3M | +51.1% | +21.7% | +29.5% | +43.6% |
| 6M | +20.5% | +75.7% | -55.2% | +4.1% |
| YTD | -17.3% | +55.7% | -73.0% | -26.5% |
| 1Y | -43.2% | +181.1% | -224.4% | -57.8% |
| All | -29.3% | +396.5% | -425.8% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 3y: compounded portfolio wealth divided by compounded GH 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…
3y analysis · Full analysis span regression · 6 months rolling