-1.5%
HON vs ETHA
-27.9%
+26.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.2% |
| 7D | -3.5% | +3.5% | -6.9% | -3.7% |
| 30D | -13.8% | +35.3% | -49.1% | -15.9% |
| 3M | -11.7% | +50.9% | -62.5% | -14.7% |
| 6M | -18.7% | +22.1% | -40.8% | -20.4% |
| YTD | +0.2% | -14.6% | +14.8% | +0.4% |
| 1Y | -3.1% | -42.8% | +39.7% | -0.2% |
| All | -1.5% | -27.9% | +26.5% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling