+77.3%
PH vs ETHA
-44.8%
+122.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.4% |
| 7D | +4.3% | -12.5% | +16.9% | +6.1% |
| 30D | +0.1% | -19.8% | +19.9% | +3.0% |
| 3M | -9.4% | +3.1% | -12.5% | -10.1% |
| 6M | +8.8% | -13.8% | +22.5% | +10.2% |
| YTD | +9.6% | -34.6% | +44.2% | +14.5% |
| 1Y | +14.4% | -38.7% | +53.2% | +20.2% |
| All | +77.3% | -44.8% | +122.1% | +74.2% |
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