+53.7%
EEM vs HUT
+240.9%
-187.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.6% | -5.1% | +2.0% |
| 7D | +0.7% | +24.8% | -24.1% | -0.8% |
| 30D | -6.2% | -28.4% | +22.2% | -4.7% |
| 3M | -5.2% | -31.2% | +26.0% | -3.7% |
| 6M | -8.1% | -40.2% | +32.1% | -6.4% |
| YTD | +14.0% | +32.9% | -18.9% | +10.0% |
| 1Y | +13.8% | +39.1% | -25.2% | +9.1% |
| 3Y | +73.7% | +462.8% | -389.0% | +46.6% |
| 5Y | +34.6% | -13.9% | +48.4% | +17.4% |
| All | +53.7% | +240.9% | -187.2% | +4.5% |
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