+131.4%
EWY vs HUT
+240.9%
-109.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.6% | -1.4% | +5.5% |
| 7D | -2.8% | +24.8% | -27.6% | -4.7% |
| 30D | -13.1% | -28.4% | +15.3% | -10.9% |
| 3M | -11.6% | -31.2% | +19.6% | -9.3% |
| 6M | -23.4% | -40.2% | +16.9% | -20.5% |
| YTD | +52.0% | +32.9% | +19.1% | +47.9% |
| 1Y | +58.6% | +39.1% | +19.5% | +52.9% |
| 3Y | +163.3% | +462.8% | -299.4% | +119.2% |
| 5Y | +108.7% | -13.9% | +122.5% | +80.0% |
| All | +131.4% | +240.9% | -109.6% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling