+66.5%
EFA vs HUT
+796.3%
-729.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -0.9% |
| 7D | +1.2% | +28.3% | -27.1% | -0.2% |
| 30D | -0.7% | +12.3% | -13.0% | -1.5% |
| 3M | +6.4% | -16.8% | +23.2% | +6.7% |
| 6M | +11.4% | +111.4% | -100.0% | +5.8% |
| YTD | +14.0% | +116.6% | -102.6% | +7.8% |
| 1Y | +20.2% | +290.5% | -270.3% | +9.8% |
| All | +66.5% | +796.3% | -729.8% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling