-29.2%
ETHA vs THC
+95.5%
-124.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -1.3% |
| 7D | +2.9% | +4.1% | -1.1% | +2.4% |
| 30D | +31.4% | +3.5% | +27.9% | +30.8% |
| 3M | +48.9% | +61.7% | -12.9% | +38.8% |
| 6M | +20.9% | +11.8% | +9.0% | +17.7% |
| YTD | -17.2% | +35.4% | -52.6% | -21.5% |
| 1Y | -42.8% | +37.0% | -79.8% | -46.0% |
| All | -29.2% | +95.5% | -124.7% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling