-29.3%
ETHA vs THC
+91.4%
-120.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +30.9% | +1.5% | +29.3% | +30.6% |
| 3M | +51.1% | +59.9% | -8.8% | +41.1% |
| 6M | +20.5% | +11.0% | +9.6% | +17.5% |
| YTD | -17.3% | +32.6% | -49.8% | -21.3% |
| 1Y | -43.2% | +37.4% | -80.6% | -46.4% |
| All | -29.3% | +91.4% | -120.7% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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