+9.2%
HUM vs ETHA
-27.9%
+37.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -1.0% | +2.2% |
| 7D | +2.1% | +3.5% | -1.4% | +1.9% |
| 30D | +5.4% | +35.3% | -29.9% | +4.3% |
| 3M | +11.4% | +50.9% | -39.5% | +9.8% |
| 6M | +141.5% | +22.1% | +119.4% | +139.3% |
| YTD | +61.2% | -14.6% | +75.8% | +61.4% |
| 1Y | +49.2% | -42.8% | +91.9% | +51.5% |
| All | +9.2% | -27.9% | +37.1% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling