+16.8%
HAL vs ETHA
-30.3%
+47.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.3% |
| 7D | +2.9% | +0.8% | +2.1% | +2.8% |
| 30D | +17.0% | +27.9% | -10.9% | +13.7% |
| 3M | -9.7% | +38.3% | -48.0% | -13.3% |
| 6M | +8.6% | +14.0% | -5.3% | +6.1% |
| YTD | +33.0% | -17.4% | +50.4% | +35.0% |
| 1Y | +68.3% | -42.7% | +111.0% | +78.5% |
| All | +16.8% | -30.3% | +47.2% | +8.9% |
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