-38.7%
ETHA vs HST
+53.2%
-91.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.3% | -3.3% |
| 7D | -12.5% | +3.6% | -16.1% | -13.9% |
| 30D | -19.8% | +11.2% | -31.0% | -22.6% |
| 3M | +3.1% | +13.1% | -10.0% | -1.1% |
| 6M | -13.8% | +23.9% | -37.7% | -21.5% |
| YTD | -34.6% | +52.3% | -86.9% | -43.6% |
| 1Y | -38.7% | +56.7% | -95.4% | -47.3% |
| All | -38.7% | +53.2% | -91.9% | -47.3% |
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