+94.1%
HUT vs EWT
+154.5%
-60.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.6% | +6.9% | +7.4% |
| 7D | +28.3% | +1.6% | +26.6% | +24.7% |
| 30D | +12.3% | +8.2% | +4.1% | -2.4% |
| 3M | -16.8% | +11.1% | -27.9% | -32.8% |
| 6M | +111.4% | +60.4% | +50.9% | -13.4% |
| YTD | +116.6% | +75.6% | +41.0% | -23.8% |
| 1Y | +290.5% | +91.3% | +199.1% | +21.0% |
| 3Y | +792.3% | +200.3% | +592.0% | +8.9% |
| 5Y | +94.1% | +156.4% | -62.3% | -56.2% |
| All | +94.1% | +154.5% | -60.3% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling