+8.1%
EWZ vs HUT
-2.9%
+11.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -23.2% | +24.9% | +3.1% |
| 7D | -4.1% | -29.5% | +25.5% | -2.2% |
| 30D | -25.0% | -45.2% | +20.2% | -22.1% |
| 3M | -10.6% | -51.6% | +41.0% | -6.7% |
| 6M | -16.6% | -37.3% | +20.7% | -16.2% |
| YTD | +2.5% | +6.5% | -4.1% | -1.7% |
| 1Y | +8.1% | +1.7% | +6.3% | +4.3% |
| All | +8.1% | -2.9% | +11.0% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling