+792.3%
HUT vs EWT
+199.6%
+592.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.6% | +6.9% | +7.2% |
| 7D | +28.3% | +1.6% | +26.6% | +25.2% |
| 30D | +12.3% | +8.2% | +4.1% | -0.5% |
| 3M | -16.8% | +11.1% | -27.9% | -30.6% |
| 6M | +111.4% | +60.4% | +50.9% | -1.4% |
| YTD | +116.6% | +75.6% | +41.0% | -10.6% |
| 1Y | +290.5% | +91.3% | +199.1% | +46.4% |
| 3Y | +792.3% | +200.3% | +592.0% | +99.3% |
| All | +792.3% | +199.6% | +592.7% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling