-7.6%
HD vs ETHA
-29.6%
+22.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.3% |
| 7D | -1.2% | +2.7% | -3.9% | -1.3% |
| 30D | -11.1% | +29.4% | -40.5% | -12.4% |
| 3M | +2.0% | +47.2% | -45.1% | -0.3% |
| 6M | -10.5% | +25.4% | -35.8% | -11.7% |
| YTD | -6.9% | -16.5% | +9.7% | -6.4% |
| 1Y | -23.2% | -42.3% | +19.1% | -20.9% |
| All | -7.6% | -29.6% | +22.0% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling