-11.6%
EWY vs HUT
-32.3%
+20.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.6% | -1.4% | +3.8% |
| 7D | -2.8% | +24.8% | -27.6% | -9.1% |
| 30D | -13.1% | -28.4% | +15.3% | -5.2% |
| 3M | -11.6% | -31.2% | +19.6% | -2.8% |
| All | -11.6% | -32.3% | +20.7% | -2.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling