+195.6%
EWY vs HUT
+422.3%
-226.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.2% | -1.6% | +4.1% |
| 7D | +4.8% | +17.8% | -13.0% | +3.3% |
| 30D | +11.7% | +0.8% | +10.8% | +11.4% |
| 3M | -7.4% | -26.8% | +19.4% | -5.3% |
| 6M | +40.6% | +72.6% | -32.0% | +34.5% |
| YTD | +94.3% | +103.6% | -9.4% | +83.1% |
| 1Y | +164.3% | +265.3% | -101.0% | +137.4% |
| 3Y | +221.0% | +689.4% | -468.4% | +159.7% |
| 5Y | +139.1% | +75.3% | +63.8% | +96.6% |
| All | +195.6% | +422.3% | -226.7% | +86.5% |
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