+44.7%
HWM vs ETHA
-44.4%
+89.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | -0.2% |
| 7D | -2.1% | +0.8% | -2.9% | -2.2% |
| 30D | -11.0% | +27.9% | -38.9% | -13.8% |
| 3M | +4.0% | +38.3% | -34.3% | -0.7% |
| 6M | -0.2% | +14.0% | -14.2% | -2.3% |
| YTD | +26.7% | -17.4% | +44.1% | +28.2% |
| 1Y | +44.7% | -42.7% | +87.4% | +52.6% |
| All | +44.7% | -44.4% | +89.1% | +52.6% |
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