0.0%
EWZ vs HUT
+38.0%
-38.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.1% |
| 7D | +0.1% | +34.9% | -34.8% | -2.0% |
| 30D | -25.9% | -25.9% | 0.0% | -24.6% |
| 3M | -6.1% | -31.7% | +25.6% | -4.4% |
| 6M | -16.1% | -42.2% | +26.1% | -14.2% |
| YTD | +1.0% | +34.9% | -33.9% | -5.2% |
| 1Y | 0.0% | +48.5% | -48.6% | -6.4% |
| All | 0.0% | +38.0% | -38.0% | -6.4% |
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