+57.8%
EWZ vs HUT
-31.8%
+89.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +14.6% | -13.9% | -0.3% |
| 7D | -1.5% | -11.4% | +9.9% | -1.1% |
| 30D | -24.5% | -41.0% | +16.5% | -22.3% |
| 3M | -10.7% | -41.9% | +31.2% | -8.3% |
| 6M | -19.1% | -51.7% | +32.6% | -16.5% |
| YTD | +1.6% | +14.6% | -13.0% | -2.5% |
| 1Y | +4.3% | +21.4% | -17.1% | -1.0% |
| 3Y | +19.0% | +359.8% | -340.9% | -4.3% |
| All | +57.8% | -31.8% | +89.6% | +33.5% |
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