+1.6%
HYG vs ETHA
-31.0%
+32.6%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | +0.6% |
| 7D | -0.1% | +2.1% | -2.2% | -0.1% |
| 30D | +0.7% | -10.7% | +11.4% | +0.9% |
| 3M | -2.0% | +29.0% | -31.0% | -2.7% |
| 6M | -0.9% | +2.7% | -3.6% | -1.1% |
| YTD | +0.1% | -18.7% | +18.7% | -0.1% |
| 1Y | +1.6% | -24.8% | +26.5% | +1.5% |
| All | +1.6% | -31.0% | +32.6% | +1.5% |
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 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