-29.2%
ETHA vs HBM
+262.1%
-291.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +2.9% | +5.5% | -2.6% | +0.8% |
| 30D | +31.4% | +3.3% | +28.1% | +29.5% |
| 3M | +48.9% | +12.7% | +36.2% | +40.6% |
| 6M | +20.9% | +28.2% | -7.3% | +7.1% |
| YTD | -17.2% | +45.3% | -62.5% | -31.4% |
| 1Y | -42.8% | +121.7% | -164.5% | -60.3% |
| All | -29.2% | +262.1% | -291.3% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling