-39.6%
ETHA vs HST
+54.6%
-94.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | -14.0% | -1.3% | -12.8% | -13.4% |
| 30D | -17.4% | +13.4% | -30.7% | -21.2% |
| 3M | +10.6% | +16.7% | -6.1% | +4.3% |
| 6M | -11.2% | +24.0% | -35.2% | -19.9% |
| YTD | -30.1% | +54.0% | -84.0% | -42.2% |
| 1Y | -39.6% | +55.0% | -94.7% | -50.6% |
| All | -39.6% | +54.6% | -94.3% | -50.6% |
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