-29.2%
ETHA vs HST
+40.6%
-69.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +2.9% | -0.3% | +3.3% | +3.2% |
| 30D | +31.4% | -2.8% | +34.2% | +34.1% |
| 3M | +48.9% | -6.5% | +55.4% | +55.6% |
| 6M | +20.9% | +20.7% | +0.2% | +0.3% |
| YTD | -17.2% | +30.5% | -47.6% | -35.9% |
| 1Y | -42.8% | +36.8% | -79.6% | -57.9% |
| All | -29.2% | +40.6% | -69.8% | -50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling