+6.8%
HUM vs ETHA
-30.2%
+37.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.4% | -2.4% | +1.0% | -1.3% |
| 30D | +7.5% | +30.9% | -23.4% | +6.5% |
| 3M | +10.2% | +51.1% | -40.9% | +8.6% |
| 6M | +132.5% | +20.5% | +112.0% | +130.5% |
| YTD | +57.6% | -17.3% | +74.9% | +58.0% |
| 1Y | +48.6% | -43.2% | +91.8% | +51.0% |
| All | +6.8% | -30.2% | +37.0% | +3.5% |
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 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