+183.9%
HWM vs ETHA
-30.1%
+214.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -8.0% | +2.9% | -11.0% | -8.4% |
| 30D | -18.0% | +31.4% | -49.4% | -20.9% |
| 3M | -9.5% | +48.9% | -58.4% | -14.2% |
| 6M | -8.4% | +20.9% | -29.3% | -11.1% |
| YTD | +13.6% | -17.2% | +30.8% | +14.6% |
| 1Y | +30.2% | -42.8% | +73.0% | +36.2% |
| All | +183.9% | -30.1% | +214.0% | +169.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling