-8.6%
HD vs ETHA
-30.1%
+21.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -1.8% | +2.9% | -4.7% | -2.0% |
| 30D | -10.8% | +31.4% | -42.2% | -12.2% |
| 3M | -2.7% | +48.9% | -51.6% | -4.9% |
| 6M | -10.3% | +20.9% | -31.2% | -11.4% |
| YTD | -7.8% | -17.2% | +9.3% | -7.3% |
| 1Y | -23.1% | -42.8% | +19.6% | -20.8% |
| All | -8.6% | -30.1% | +21.6% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling