+253.7%
HL vs ETHA
-30.1%
+283.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.7% | +2.1% |
| 7D | +0.4% | +2.9% | -2.6% | -0.3% |
| 30D | +18.8% | +31.4% | -12.6% | +12.1% |
| 3M | +43.7% | +48.9% | -5.2% | +32.5% |
| 6M | -1.0% | +20.9% | -21.9% | -5.3% |
| YTD | +8.7% | -17.2% | +25.9% | +8.6% |
| 1Y | +105.0% | -42.8% | +147.8% | +112.2% |
| All | +253.7% | -30.1% | +283.9% | +245.4% |
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