+244.6%
HUT vs EMB
+24.3%
+220.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +3.6% |
| 7D | +34.9% | -0.7% | +35.5% | +37.4% |
| 30D | -25.9% | +0.5% | -26.4% | -27.6% |
| 3M | -31.7% | -2.5% | -29.3% | -27.4% |
| 6M | -42.2% | -2.0% | -40.2% | -38.8% |
| YTD | +34.9% | -0.9% | +35.8% | +42.0% |
| 1Y | +48.5% | -0.3% | +48.8% | +54.1% |
| 3Y | +471.2% | +29.2% | +442.0% | +229.7% |
| 5Y | -18.9% | +7.4% | -26.3% | -25.0% |
| All | +244.6% | +24.3% | +220.3% | +104.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling