-17.1%
GEHC vs ETHA
-29.6%
+12.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.1% |
| 7D | -5.2% | +2.7% | -7.9% | -5.4% |
| 30D | -7.0% | +29.4% | -36.3% | -9.2% |
| 3M | +3.3% | +47.2% | -43.9% | -0.6% |
| 6M | -10.0% | +25.4% | -35.4% | -12.0% |
| YTD | -18.5% | -16.5% | -1.9% | -17.5% |
| 1Y | -14.4% | -42.3% | +27.9% | -10.6% |
| All | -17.1% | -29.6% | +12.5% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 all: compounded portfolio wealth divided by compounded ETHA 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…
all analysis · Full analysis span regression · 6 months rolling