-29.3%
ETHA vs HBM
+234.9%
-264.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.5% | +7.4% | +2.8% |
| 7D | -2.4% | -3.7% | +1.3% | -1.2% |
| 30D | +30.9% | -3.7% | +34.6% | +32.3% |
| 3M | +51.1% | +8.0% | +43.1% | +44.9% |
| 6M | +20.5% | +15.8% | +4.7% | +10.9% |
| YTD | -17.3% | +34.4% | -51.6% | -29.5% |
| 1Y | -43.2% | +98.2% | -141.4% | -58.9% |
| All | -29.3% | +234.9% | -264.1% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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