-28.7%
ETHA vs HIG
+37.9%
-66.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.0% | +1.7% |
| 7D | +2.7% | -1.1% | +3.8% | +3.0% |
| 30D | +29.4% | -4.9% | +34.3% | +31.3% |
| 3M | +47.2% | +6.8% | +40.4% | +43.2% |
| 6M | +25.4% | -1.7% | +27.1% | +25.7% |
| YTD | -16.5% | -0.2% | -16.3% | -17.1% |
| 1Y | -42.3% | +5.7% | -48.0% | -44.9% |
| All | -28.7% | +37.9% | -66.6% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling