-28.7%
ETHA vs HRB
-13.0%
-15.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.5% | +1.4% |
| 7D | +2.7% | -9.1% | +11.7% | +3.2% |
| 30D | +29.4% | +0.3% | +29.1% | +29.4% |
| 3M | +47.2% | +23.4% | +23.8% | +45.5% |
| 6M | +25.4% | +45.1% | -19.7% | +22.2% |
| YTD | -16.5% | +8.9% | -25.4% | -16.7% |
| 1Y | -42.3% | -7.9% | -34.4% | -41.1% |
| All | -28.7% | -13.0% | -15.6% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling