-27.0%
ETHA vs GH
+391.4%
-418.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.3% | +3.5% |
| 7D | +3.5% | -2.5% | +6.0% | +4.0% |
| 30D | +35.3% | -4.7% | +40.0% | +36.6% |
| 3M | +50.9% | +20.2% | +30.6% | +43.7% |
| 6M | +22.1% | +78.8% | -56.7% | +5.0% |
| YTD | -14.6% | +54.1% | -68.7% | -23.9% |
| 1Y | -42.8% | +177.1% | -219.9% | -57.3% |
| All | -27.0% | +391.4% | -418.3% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling