-28.7%
ETHA vs GH
+402.6%
-431.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | +2.7% | -2.1% | +4.8% | +3.1% |
| 30D | +29.4% | -4.5% | +33.8% | +30.6% |
| 3M | +47.2% | +28.9% | +18.3% | +38.0% |
| 6M | +25.4% | +76.5% | -51.1% | +8.2% |
| YTD | -16.5% | +57.6% | -74.1% | -26.0% |
| 1Y | -42.3% | +167.5% | -209.9% | -56.4% |
| All | -28.7% | +402.6% | -431.2% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling