+98.5%
EWY vs HUT
-25.2%
+123.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.1% | +5.3% | -0.8% |
| 7D | +4.2% | +9.3% | -5.1% | +2.9% |
| 30D | -10.7% | -23.1% | +12.4% | -8.2% |
| 3M | -20.1% | -30.6% | +10.5% | -17.0% |
| 6M | -24.3% | -46.9% | +22.5% | -18.9% |
| YTD | +46.9% | +25.3% | +21.5% | +42.2% |
| 1Y | +55.2% | +59.8% | -4.6% | +45.8% |
| 3Y | +157.0% | +467.2% | -310.2% | +96.7% |
| All | +98.5% | -25.2% | +123.7% | +62.0% |
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 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