-42.7%
ETHA vs PHM
-6.9%
-35.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +0.8% | -3.2% | +4.0% | +1.2% |
| 30D | +27.9% | -6.4% | +34.3% | +28.8% |
| 3M | +38.3% | +5.5% | +32.8% | +36.5% |
| 6M | +14.0% | -5.4% | +19.4% | +12.1% |
| YTD | -17.4% | +6.6% | -24.0% | -22.5% |
| 1Y | -42.7% | -8.8% | -33.8% | -37.0% |
| All | -42.7% | -6.9% | -35.7% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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