+53.4%
EFA vs HUT
+78.5%
-25.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.9% |
| 7D | -0.5% | +18.9% | -19.4% | -1.6% |
| 30D | -1.3% | +12.0% | -13.3% | -2.3% |
| 3M | +5.2% | -14.9% | +20.0% | +5.5% |
| 6M | +9.4% | +96.8% | -87.4% | +3.0% |
| YTD | +12.7% | +108.8% | -96.1% | +5.2% |
| 1Y | +19.3% | +227.4% | -208.1% | +6.8% |
| 3Y | +66.3% | +760.3% | -693.9% | +30.1% |
| 5Y | +53.4% | +86.1% | -32.7% | +22.8% |
| All | +53.4% | +78.5% | -25.1% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling