+70.2%
EEM vs HUT
+422.3%
-352.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.2% | -4.4% | +1.4% |
| 7D | +2.3% | +17.8% | -15.5% | +1.3% |
| 30D | +4.5% | +0.8% | +3.7% | +4.3% |
| 3M | -0.1% | -26.8% | +26.7% | +1.2% |
| 6M | +16.9% | +72.6% | -55.6% | +12.1% |
| YTD | +26.2% | +103.6% | -77.4% | +19.4% |
| 1Y | +40.5% | +265.3% | -224.8% | +27.6% |
| 3Y | +86.2% | +689.4% | -603.2% | +54.3% |
| 5Y | +45.5% | +75.3% | -29.9% | +22.5% |
| All | +70.2% | +422.3% | -352.1% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling