+116.4%
HPE vs ETHA
-31.0%
+147.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.7% | -11.4% | -6.6% |
| 7D | -17.0% | +2.1% | -19.1% | -17.3% |
| 30D | -26.7% | -10.7% | -16.0% | -25.4% |
| 3M | -4.1% | +29.0% | -33.1% | -8.0% |
| 6M | +75.4% | +2.7% | +72.7% | +74.2% |
| YTD | +111.0% | -18.7% | +129.7% | +115.6% |
| 1Y | +116.4% | -24.8% | +141.3% | +124.0% |
| All | +116.4% | -31.0% | +147.4% | +124.0% |
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