+52.3%
EWZ vs HUT
-17.9%
+70.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.6% | -6.7% | +0.4% |
| 7D | +0.6% | +24.8% | -24.2% | -1.0% |
| 30D | -25.5% | -28.4% | +2.9% | -24.3% |
| 3M | -4.5% | -31.2% | +26.7% | -3.1% |
| 6M | -15.3% | -40.2% | +25.0% | -13.9% |
| YTD | +3.1% | +32.9% | -29.8% | -2.1% |
| 1Y | +1.2% | +39.1% | -37.8% | -4.8% |
| 3Y | +19.3% | +462.8% | -443.5% | -5.5% |
| 5Y | +52.3% | -13.9% | +66.1% | +27.8% |
| All | +52.3% | -17.9% | +70.1% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling