-5.3%
HPQ vs ETHA
-30.1%
+24.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.7% | +5.0% |
| 7D | +2.2% | +2.9% | -0.7% | +1.9% |
| 30D | +9.7% | +31.4% | -21.7% | +5.9% |
| 3M | +32.7% | +48.9% | -16.1% | +25.7% |
| 6M | +77.7% | +20.9% | +56.8% | +72.0% |
| YTD | +51.0% | -17.2% | +68.2% | +52.8% |
| 1Y | +18.4% | -42.8% | +61.2% | +25.8% |
| All | -5.3% | -30.1% | +24.8% | -8.9% |
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