-38.9%
ETHA vs HTZ
-57.9%
+18.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.5% |
| 7D | -5.3% | -16.4% | +11.1% | -3.9% |
| 30D | -14.2% | -15.1% | +0.9% | -13.1% |
| 3M | +10.7% | -28.2% | +38.9% | +12.9% |
| 6M | -8.4% | -73.1% | +64.7% | -0.3% |
| YTD | -28.6% | -68.3% | +39.7% | -23.9% |
| 1Y | -38.8% | -75.2% | +36.4% | -33.8% |
| All | -38.9% | -57.9% | +18.9% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling