+51.0%
EEM vs HUT
+221.4%
-170.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.1% | +6.7% | +0.1% |
| 7D | +2.7% | +9.3% | -6.7% | +2.1% |
| 30D | -5.4% | -23.1% | +17.7% | -4.3% |
| 3M | -8.6% | -30.6% | +22.0% | -7.3% |
| 6M | -8.9% | -46.9% | +38.0% | -6.5% |
| YTD | +11.9% | +25.3% | -13.4% | +8.4% |
| 1Y | +13.1% | +59.8% | -46.8% | +7.6% |
| 3Y | +70.7% | +467.2% | -396.5% | +44.0% |
| 5Y | +31.8% | -24.6% | +56.4% | +15.8% |
| All | +51.0% | +221.4% | -170.5% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 10y: compounded portfolio wealth divided by compounded HUT 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…
10y analysis · Full analysis span regression · 6 months rolling