+2.1%
EWZ vs HUT
+12.1%
-10.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +14.6% | -13.9% | -0.3% |
| 7D | -1.5% | -11.4% | +9.9% | -1.2% |
| 30D | -24.5% | -41.0% | +16.5% | -22.1% |
| 3M | -10.7% | -41.9% | +31.2% | -8.1% |
| 6M | -19.1% | -51.7% | +32.6% | -16.3% |
| YTD | +1.6% | +14.6% | -13.0% | -3.1% |
| All | +2.1% | +12.1% | -10.0% | -2.1% |
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