-27.0%
ETHA vs XHB
-11.6%
-15.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +2.0% |
| 7D | +3.5% | -4.6% | +8.1% | +7.1% |
| 30D | +35.3% | -9.1% | +44.4% | +44.9% |
| 3M | +50.9% | -8.6% | +59.4% | +58.9% |
| 6M | +22.1% | -4.0% | +26.1% | +22.3% |
| YTD | -14.6% | -3.9% | -10.6% | -16.3% |
| 1Y | -42.8% | -16.5% | -26.3% | -35.1% |
| All | -27.0% | -11.6% | -15.3% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling