-25.9%
UNH vs ETHA
-30.1%
+4.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.9% |
| 7D | -1.7% | +2.9% | -4.6% | -1.7% |
| 30D | -3.8% | +31.4% | -35.2% | -4.2% |
| 3M | -4.3% | +48.9% | -53.2% | -4.9% |
| 6M | +38.6% | +20.9% | +17.7% | +38.1% |
| YTD | +20.7% | -17.2% | +37.8% | +19.9% |
| 1Y | +16.0% | -42.8% | +58.8% | +15.1% |
| All | -25.9% | -30.1% | +4.3% | -25.3% |
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