+3.4%
HD vs ETHA
-41.7%
+45.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.5% |
| 7D | +5.2% | -10.2% | +15.4% | +5.8% |
| 30D | +20.7% | -17.0% | +37.7% | +21.8% |
| 3M | +0.8% | +9.6% | -8.8% | 0.0% |
| 6M | +12.2% | -11.3% | +23.6% | +12.6% |
| YTD | +4.2% | -30.9% | +35.1% | +5.7% |
| 1Y | -2.6% | -42.6% | +40.0% | 0.0% |
| All | +3.4% | -41.7% | +45.1% | +2.5% |
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 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