+172.5%
HWM vs ETHA
-42.9%
+215.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | 0.0% |
| 7D | +11.1% | -10.3% | +21.4% | +12.5% |
| 30D | +3.0% | -19.7% | +22.6% | +5.5% |
| 3M | -20.7% | +7.2% | -27.9% | -21.8% |
| 6M | -17.2% | -11.9% | -5.2% | -16.5% |
| YTD | +9.1% | -32.3% | +41.4% | +12.4% |
| 1Y | +9.0% | -41.1% | +50.2% | +13.9% |
| All | +172.5% | -42.9% | +215.4% | +164.4% |
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