-29.3%
ETHA vs XHB
-13.0%
-16.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +1.6% |
| 7D | -2.4% | -5.2% | +2.8% | +1.4% |
| 30D | +30.9% | -12.1% | +43.0% | +43.8% |
| 3M | +51.1% | -6.2% | +57.4% | +55.5% |
| 6M | +20.5% | -6.7% | +27.2% | +23.5% |
| YTD | -17.3% | -5.5% | -11.8% | -18.0% |
| 1Y | -43.2% | -15.6% | -27.6% | -36.7% |
| All | -29.3% | -13.0% | -16.2% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 3y: compounded portfolio wealth divided by compounded XHB 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…
3y analysis · Full analysis span regression · 6 months rolling