+3.8%
HPQ vs ETHA
-27.9%
+31.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.2% | +5.2% | +8.0% |
| 7D | +9.8% | +3.5% | +6.3% | +9.3% |
| 30D | +22.4% | +35.3% | -13.0% | +17.7% |
| 3M | +45.2% | +50.9% | -5.7% | +37.4% |
| 6M | +96.4% | +22.1% | +74.3% | +90.0% |
| YTD | +65.4% | -14.6% | +80.0% | +66.8% |
| 1Y | +31.6% | -42.8% | +74.4% | +40.0% |
| All | +3.8% | -27.9% | +31.7% | -0.5% |
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