-24.8%
ETHA vs HUBB
-4.0%
-20.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.2% | +6.7% |
| 7D | +2.1% | +0.2% | +1.9% | +1.9% |
| 30D | -10.7% | -8.8% | -1.9% | -7.4% |
| 3M | +29.0% | -12.5% | +41.4% | +35.5% |
| 6M | +2.7% | -14.5% | +17.2% | +8.4% |
| YTD | -18.7% | -0.4% | -18.2% | -25.2% |
| 1Y | -24.8% | -3.4% | -21.4% | -28.1% |
| All | -24.8% | -4.0% | -20.8% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 1y: compounded portfolio wealth divided by compounded HUBB 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…
1y analysis · Full analysis span regression · 6 months rolling