-42.7%
ETHA vs HST
+38.1%
-80.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | +0.8% | -1.0% | +1.8% | +1.2% |
| 30D | +27.9% | -12.3% | +40.2% | +35.3% |
| 3M | +38.3% | -6.4% | +44.7% | +41.4% |
| 6M | +14.0% | +15.0% | -1.0% | +2.8% |
| YTD | -17.4% | +30.5% | -47.9% | -29.5% |
| 1Y | -42.7% | +35.7% | -78.3% | -50.7% |
| All | -42.7% | +38.1% | -80.8% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling