-27.0%
ETHA vs HRB
-14.5%
-12.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.2% |
| 7D | +3.5% | -8.0% | +11.5% | +3.9% |
| 30D | +35.3% | -16.0% | +51.3% | +36.5% |
| 3M | +50.9% | +26.9% | +24.0% | +48.9% |
| 6M | +22.1% | +51.1% | -29.0% | +18.0% |
| YTD | -14.6% | +7.1% | -21.6% | -14.6% |
| 1Y | -42.8% | -9.6% | -33.2% | -41.5% |
| All | -27.0% | -14.5% | -12.5% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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