+99.4%
EFA vs HUT
+422.3%
-323.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.1% | -0.2% |
| 7D | +0.6% | +17.8% | -17.2% | -0.3% |
| 30D | +0.9% | +0.8% | 0.0% | +0.7% |
| 3M | +4.9% | -26.8% | +31.7% | +5.8% |
| 6M | +8.6% | +72.6% | -64.0% | +4.5% |
| YTD | +14.6% | +103.6% | -89.0% | +9.0% |
| 1Y | +22.6% | +265.3% | -242.6% | +12.3% |
| 3Y | +66.5% | +689.4% | -622.9% | +40.4% |
| 5Y | +54.5% | +75.3% | -20.8% | +31.9% |
| All | +99.4% | +422.3% | -323.0% | +41.7% |
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