-27.0%
ETHA vs HIG
+38.6%
-65.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.6% | +3.3% |
| 7D | +3.5% | -1.5% | +4.9% | +3.9% |
| 30D | +35.3% | -0.4% | +35.7% | +35.3% |
| 3M | +50.9% | +6.7% | +44.2% | +46.9% |
| 6M | +22.1% | +2.0% | +20.2% | +20.6% |
| YTD | -14.6% | +0.3% | -14.9% | -15.3% |
| 1Y | -42.8% | +4.2% | -47.0% | -44.7% |
| All | -27.0% | +38.6% | -65.6% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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