-44.1%
ETHA vs HAS
+120.7%
-164.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.6% | -3.1% |
| 7D | -12.5% | +1.4% | -13.9% | -13.0% |
| 30D | -19.8% | +26.3% | -46.1% | -26.4% |
| 3M | +3.1% | +25.6% | -22.5% | -5.3% |
| 6M | -13.8% | +30.3% | -44.0% | -22.3% |
| YTD | -34.6% | +50.4% | -84.9% | -46.0% |
| 1Y | -38.7% | +57.7% | -96.4% | -50.9% |
| All | -44.1% | +120.7% | -164.8% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling