-29.2%
ETHA vs HAS
+62.9%
-92.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.2% |
| 7D | +2.9% | -4.8% | +7.8% | +4.8% |
| 30D | +31.4% | -5.1% | +36.5% | +33.9% |
| 3M | +48.9% | +6.4% | +42.5% | +44.6% |
| 6M | +20.9% | -5.6% | +26.5% | +22.4% |
| YTD | -17.2% | +11.0% | -28.1% | -23.5% |
| 1Y | -42.8% | +16.8% | -59.6% | -48.8% |
| All | -29.2% | +62.9% | -92.1% | -52.4% |
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