+448.2%
HUT vs EWT
+367.4%
+80.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.8% | +7.0% | +6.1% |
| 7D | +5.4% | -1.1% | +6.5% | +7.4% |
| 30D | +8.6% | +4.5% | +4.2% | +2.1% |
| 3M | -15.2% | +8.3% | -23.5% | -25.7% |
| 6M | +92.9% | +54.2% | +38.6% | +0.9% |
| YTD | +114.6% | +74.6% | +40.0% | -5.2% |
| 1Y | +208.5% | +84.9% | +123.6% | +28.4% |
| 3Y | +821.5% | +197.5% | +624.0% | +97.6% |
| 5Y | +101.8% | +150.6% | -48.7% | -39.7% |
| All | +448.2% | +367.4% | +80.9% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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