+10.3%
HLT vs ETHA
-42.6%
+52.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.1% |
| 7D | -1.6% | +3.5% | -5.1% | -1.7% |
| 30D | -5.0% | +35.3% | -40.3% | -6.3% |
| 3M | -10.4% | +50.9% | -61.3% | -11.9% |
| 6M | +3.2% | +22.1% | -18.9% | +2.2% |
| YTD | +6.7% | -14.6% | +21.3% | +6.3% |
| 1Y | +10.3% | -42.8% | +53.1% | +10.4% |
| All | +10.3% | -42.6% | +52.9% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling