+27.4%
HCA vs ETHA
-27.9%
+55.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.9% | +1.4% |
| 7D | +5.4% | +3.5% | +2.0% | +5.4% |
| 30D | +3.0% | +35.3% | -32.3% | +3.3% |
| 3M | +13.0% | +50.9% | -37.8% | +13.5% |
| 6M | -20.3% | +22.1% | -42.4% | -20.0% |
| YTD | -8.2% | -14.6% | +6.3% | -8.1% |
| 1Y | +6.7% | -42.8% | +49.5% | +6.4% |
| All | +27.4% | -27.9% | +55.3% | +29.8% |
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