+127.5%
EWY vs HUT
+246.0%
-118.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | +10.4% | +34.9% | -24.4% | +7.5% |
| 30D | -12.7% | -25.9% | +13.2% | -10.8% |
| 3M | -17.3% | -31.7% | +14.4% | -15.1% |
| 6M | -18.6% | -42.2% | +23.7% | -15.3% |
| YTD | +49.5% | +34.9% | +14.6% | +45.2% |
| 1Y | +55.0% | +48.5% | +6.5% | +48.7% |
| 3Y | +159.0% | +471.2% | -312.2% | +115.3% |
| 5Y | +102.5% | -18.9% | +121.4% | +75.1% |
| All | +127.5% | +246.0% | -118.5% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling