-40.2%
ETHA vs HST
+66.0%
-106.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.7% |
| 7D | -14.0% | -1.3% | -12.8% | -13.3% |
| 30D | -17.4% | +13.4% | -30.7% | -25.0% |
| 3M | +10.6% | +16.7% | -6.1% | -2.0% |
| 6M | -11.2% | +24.0% | -35.2% | -26.5% |
| YTD | -30.1% | +54.0% | -84.0% | -52.4% |
| 1Y | -39.6% | +55.0% | -94.7% | -59.4% |
| All | -40.2% | +66.0% | -106.2% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling