-5.4%
HD vs ETHA
-30.3%
+24.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.6% | +1.1% |
| 7D | -2.1% | +0.8% | -2.9% | -2.1% |
| 30D | -8.4% | +27.9% | -36.3% | -9.7% |
| 3M | +4.3% | +38.3% | -34.0% | +2.3% |
| 6M | -11.1% | +14.0% | -25.1% | -12.0% |
| YTD | -4.7% | -17.4% | +12.8% | -4.1% |
| 1Y | -19.8% | -42.7% | +22.9% | -17.4% |
| All | -5.4% | -30.3% | +24.9% | -7.0% |
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