-53.9%
HUBS vs ETHA
-27.9%
-25.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.2% |
| 7D | -9.0% | +3.5% | -12.5% | -9.5% |
| 30D | +7.2% | +35.3% | -28.1% | +1.7% |
| 3M | +20.9% | +50.9% | -30.0% | +12.2% |
| 6M | -13.0% | +22.1% | -35.1% | -16.8% |
| YTD | -43.8% | -14.6% | -29.3% | -43.6% |
| 1Y | -54.6% | -42.8% | -11.9% | -51.8% |
| All | -53.9% | -27.9% | -25.9% | -57.4% |
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