-28.7%
ETHA vs HST
+40.8%
-69.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +2.7% | +2.0% | +0.7% | +1.1% |
| 30D | +29.4% | -5.2% | +34.6% | +34.7% |
| 3M | +47.2% | -6.2% | +53.4% | +53.5% |
| 6M | +25.4% | +20.4% | +4.9% | +4.2% |
| YTD | -16.5% | +30.6% | -47.2% | -35.5% |
| 1Y | -42.3% | +37.4% | -79.7% | -57.8% |
| All | -28.7% | +40.8% | -69.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling