+467.2%
HUT vs EMB
+29.8%
+437.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.9% | -6.2% |
| 7D | +9.3% | -0.9% | +10.2% | +13.7% |
| 30D | -23.1% | +0.4% | -23.5% | -25.4% |
| 3M | -30.6% | -3.1% | -27.5% | -21.2% |
| 6M | -46.9% | -2.1% | -44.8% | -41.9% |
| YTD | +25.3% | -1.1% | +26.4% | +35.7% |
| 1Y | +59.8% | -0.1% | +59.9% | +65.8% |
| 3Y | +467.2% | +29.6% | +437.6% | +187.8% |
| All | +467.2% | +29.8% | +437.4% | +187.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling