+404.1%
HOOD vs ETHA
-30.1%
+434.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.3% |
| 7D | +7.7% | +2.9% | +4.8% | +6.3% |
| 30D | +22.0% | +31.4% | -9.4% | +4.6% |
| 3M | +37.6% | +48.9% | -11.3% | +9.6% |
| 6M | +45.3% | +20.9% | +24.4% | +29.8% |
| YTD | +1.9% | -17.2% | +19.1% | +10.4% |
| 1Y | -2.7% | -42.8% | +40.1% | +24.9% |
| All | +404.1% | -30.1% | +434.2% | +393.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling