+17.0%
HD vs ETHA
-14.7%
+31.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.5% | +0.1% |
| 7D | +1.5% | -12.5% | +14.1% | +1.6% |
| 30D | +18.0% | -19.8% | +37.8% | +17.9% |
| 3M | +2.8% | +3.1% | -0.3% | +2.5% |
| 6M | +17.0% | -13.8% | +30.8% | +18.2% |
| All | +17.0% | -14.7% | +31.6% | +18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling