-27.0%
ETHA vs INVH
-18.4%
-8.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | +3.5% | -3.0% | +6.4% | +4.4% |
| 30D | +35.3% | -7.5% | +42.8% | +38.7% |
| 3M | +50.9% | -5.5% | +56.4% | +53.2% |
| 6M | +22.1% | +11.7% | +10.4% | +14.4% |
| YTD | -14.6% | +1.3% | -15.9% | -16.1% |
| 1Y | -42.8% | -6.1% | -36.7% | -40.9% |
| All | -27.0% | -18.4% | -8.6% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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