+36.3%
EWZ vs HUT
+422.3%
-386.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -1.1% |
| 7D | +6.5% | +17.8% | -11.3% | +5.3% |
| 30D | +4.8% | +0.8% | +4.0% | +4.6% |
| 3M | +9.9% | -26.8% | +36.7% | +11.2% |
| 6M | +1.9% | +72.6% | -70.6% | -3.2% |
| YTD | +20.3% | +103.6% | -83.3% | +12.5% |
| 1Y | +35.6% | +265.3% | -229.6% | +20.5% |
| 3Y | +43.4% | +689.4% | -646.0% | +14.0% |
| 5Y | +55.9% | +75.3% | -19.4% | +27.5% |
| All | +36.3% | +422.3% | -386.0% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling