-29.4%
ETHA vs HST
+40.7%
-70.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.8% |
| 7D | +0.8% | -1.0% | +1.8% | +1.5% |
| 30D | +27.9% | -12.3% | +40.2% | +41.0% |
| 3M | +38.3% | -6.4% | +44.7% | +44.2% |
| 6M | +14.0% | +15.0% | -1.0% | -1.2% |
| YTD | -17.4% | +30.5% | -47.9% | -36.1% |
| 1Y | -42.7% | +35.7% | -78.3% | -57.5% |
| All | -29.4% | +40.7% | -70.1% | -51.1% |
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