+240.4%
HOOD vs ETHA
-44.8%
+285.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -2.4% |
| 7D | -3.8% | -12.5% | +8.8% | +3.8% |
| 30D | -23.0% | -19.8% | -3.2% | -12.4% |
| 3M | -21.6% | +3.1% | -24.8% | -22.6% |
| 6M | +1.4% | -13.8% | +15.2% | +9.9% |
| YTD | -31.2% | -34.6% | +3.4% | -14.4% |
| 1Y | -35.9% | -38.7% | +2.8% | -18.0% |
| All | +240.4% | -44.8% | +285.3% | +282.5% |
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 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