+22.1%
EWZ vs HUT
+371.2%
-349.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.3% | -6.3% | +1.5% |
| 7D | +1.4% | +3.7% | -2.3% | +0.7% |
| 30D | -25.1% | -32.3% | +7.2% | -23.7% |
| 3M | -7.7% | -35.6% | +27.9% | -6.1% |
| 6M | -15.8% | -42.1% | +26.2% | -14.4% |
| YTD | +3.6% | +24.1% | -20.5% | -0.7% |
| 1Y | +5.5% | +27.9% | -22.4% | +0.4% |
| 3Y | +22.1% | +409.1% | -387.0% | +1.4% |
| All | +22.1% | +371.2% | -349.1% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling