+49.2%
HUM vs ETHA
-42.6%
+91.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -1.0% | +2.2% |
| 7D | +2.1% | +3.5% | -1.4% | +2.0% |
| 30D | +5.4% | +35.3% | -29.9% | +4.5% |
| 3M | +11.4% | +50.9% | -39.5% | +10.2% |
| 6M | +141.5% | +22.1% | +119.4% | +139.7% |
| YTD | +61.2% | -14.6% | +75.8% | +60.7% |
| 1Y | +49.2% | -42.8% | +91.9% | +55.3% |
| All | +49.2% | -42.6% | +91.7% | +55.3% |
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