+403.8%
HUT vs EMB
+26.0%
+377.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -3.4% |
| 7D | +2.8% | -1.1% | +4.0% | +6.1% |
| 30D | +2.1% | -1.1% | +3.1% | +5.1% |
| 3M | -14.3% | -0.8% | -13.5% | -12.2% |
| 6M | +84.2% | -0.1% | +84.3% | +90.1% |
| YTD | +97.2% | +0.4% | +96.8% | +101.7% |
| 1Y | +192.7% | +3.3% | +189.5% | +180.2% |
| 3Y | +712.6% | +29.0% | +683.5% | +372.1% |
| 5Y | +85.5% | +6.3% | +79.1% | +74.7% |
| All | +403.8% | +26.0% | +377.8% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EMB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling