+230.2%
EWY vs HUT
+772.7%
-542.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | -0.3% |
| 7D | +8.0% | +28.3% | -20.2% | +4.3% |
| 30D | +14.3% | +12.3% | +2.0% | +12.2% |
| 3M | +2.3% | -16.8% | +19.1% | +3.8% |
| 6M | +49.9% | +111.4% | -61.5% | +37.8% |
| YTD | +95.3% | +116.6% | -21.2% | +78.6% |
| 1Y | +161.7% | +290.5% | -128.7% | +127.0% |
| 3Y | +230.2% | +792.3% | -562.1% | +162.6% |
| All | +230.2% | +772.7% | -542.6% | +162.6% |
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