+186.6%
HPE vs ETHA
-29.6%
+216.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.1% | +6.7% | +7.5% |
| 7D | +10.1% | +2.7% | +7.5% | +9.6% |
| 30D | +5.3% | +29.4% | -24.1% | -0.6% |
| 3M | +12.7% | +47.2% | -34.5% | +3.1% |
| 6M | +167.7% | +25.4% | +142.3% | +151.3% |
| YTD | +135.5% | -16.5% | +152.0% | +139.7% |
| 1Y | +143.4% | -42.3% | +185.7% | +167.3% |
| All | +186.6% | -29.6% | +216.2% | +171.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling