-19.8%
HD vs ETHA
-44.4%
+24.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.6% | +0.9% |
| 7D | -2.1% | +0.8% | -2.9% | -2.0% |
| 30D | -8.4% | +27.9% | -36.3% | -8.3% |
| 3M | +4.3% | +38.3% | -34.0% | +4.6% |
| 6M | -11.1% | +14.0% | -25.1% | -11.0% |
| YTD | -4.7% | -17.4% | +12.8% | -5.9% |
| 1Y | -19.8% | -42.7% | +22.9% | -20.5% |
| All | -19.8% | -44.4% | +24.6% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling