+18.7%
HPQ vs ETHA
-44.4%
+63.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.9% | +2.4% |
| 7D | +6.9% | +0.8% | +6.1% | +6.9% |
| 30D | +14.4% | +27.9% | -13.5% | +12.3% |
| 3M | +25.6% | +38.3% | -12.7% | +22.3% |
| 6M | +75.0% | +14.0% | +61.1% | +72.7% |
| YTD | +50.7% | -17.4% | +68.1% | +53.4% |
| 1Y | +18.7% | -42.7% | +61.3% | +28.8% |
| All | +18.7% | -44.4% | +63.0% | +28.8% |
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 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