+192.7%
HUT vs EMB
+24.0%
+168.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | 0.0% | +14.6% | +14.6% |
| 7D | -11.4% | -0.1% | -11.3% | -11.9% |
| 30D | -41.0% | +1.3% | -42.3% | -43.6% |
| 3M | -41.9% | -2.7% | -39.2% | -37.8% |
| 6M | -51.7% | -2.8% | -48.8% | -47.7% |
| YTD | +14.6% | -1.1% | +15.7% | +21.5% |
| 1Y | +21.4% | 0.0% | +21.4% | +25.1% |
| 3Y | +359.8% | +28.8% | +331.0% | +167.5% |
| 5Y | -27.5% | +6.0% | -33.4% | -30.8% |
| All | +192.7% | +24.0% | +168.7% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling