+216.4%
HWM vs ETHA
-30.3%
+246.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 6M | -0.2% | +14.0% | -14.2% | -2.5% |
| YTD | +26.7% | -17.4% | +44.1% | +27.8% |
| 1Y | +44.7% | -42.7% | +87.4% | +51.3% |
| All | +216.4% | -30.3% | +246.8% | +200.6% |
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 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