+235.6%
HL vs ETHA
-27.9%
+263.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.9% |
| 7D | -4.4% | +3.5% | -7.8% | -5.1% |
| 30D | +9.3% | +35.3% | -26.0% | +2.4% |
| 3M | +32.0% | +50.9% | -18.9% | +21.2% |
| 6M | -6.4% | +22.1% | -28.6% | -10.7% |
| YTD | +3.1% | -14.6% | +17.7% | +2.3% |
| 1Y | +77.6% | -42.8% | +120.4% | +83.3% |
| All | +235.6% | -27.9% | +263.5% | +225.5% |
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 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