+18.3%
EFA vs HUT
+200.6%
-182.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | -0.5% |
| 7D | -2.4% | +2.8% | -5.2% | -2.6% |
| 30D | -2.2% | +2.1% | -4.3% | -2.6% |
| 3M | +5.7% | -14.3% | +19.9% | +5.8% |
| 6M | +8.2% | +84.2% | -76.0% | +1.7% |
| YTD | +11.8% | +97.2% | -85.4% | +4.6% |
| 1Y | +18.3% | +192.7% | -174.4% | +8.8% |
| All | +18.3% | +200.6% | -182.4% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling