-42.8%
ETHA vs HST
+37.9%
-80.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +2.9% | -0.3% | +3.3% | +3.1% |
| 30D | +31.4% | -2.8% | +34.2% | +32.9% |
| 3M | +48.9% | -6.5% | +55.4% | +52.5% |
| 6M | +20.9% | +20.7% | +0.2% | +5.7% |
| YTD | -17.2% | +30.5% | -47.6% | -29.4% |
| 1Y | -42.8% | +36.8% | -79.6% | -51.4% |
| All | -42.8% | +37.9% | -80.7% | -51.4% |
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