+153.3%
EWY vs HUT
+78.5%
+74.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.0% | +0.9% |
| 7D | +6.7% | +18.9% | -12.2% | +4.3% |
| 30D | +17.0% | +12.0% | +5.0% | +15.1% |
| 3M | +3.7% | -14.9% | +18.5% | +5.0% |
| 6M | +42.5% | +96.8% | -54.3% | +31.9% |
| YTD | +96.2% | +108.8% | -12.6% | +79.6% |
| 1Y | +160.4% | +227.4% | -67.0% | +125.7% |
| 3Y | +231.7% | +760.3% | -528.6% | +142.2% |
| 5Y | +153.3% | +86.1% | +67.2% | +89.7% |
| All | +153.3% | +78.5% | +74.8% | +89.7% |
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 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