-40.9%
ETHA vs HST
+66.9%
-107.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +5.3% | -13.0% | -11.6% |
| 7D | -10.2% | +0.6% | -10.8% | -10.8% |
| 30D | -17.0% | +14.5% | -31.4% | -25.3% |
| 3M | +9.6% | +15.4% | -5.8% | -2.2% |
| 6M | -11.3% | +22.0% | -33.3% | -25.6% |
| YTD | -30.9% | +54.9% | -85.8% | -53.3% |
| 1Y | -42.6% | +54.0% | -96.5% | -61.1% |
| All | -40.9% | +66.9% | -107.9% | -64.2% |
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