-13.9%
HUT vs EWT
+127.6%
-141.5%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.8% | +1.7% | -2.6% |
| 7D | +24.8% | +3.2% | +21.6% | +16.1% |
| 30D | -28.4% | -12.3% | -16.0% | -9.2% |
| 3M | -31.2% | -3.6% | -27.6% | -25.8% |
| 6M | -40.2% | +3.1% | -43.4% | -44.6% |
| YTD | +32.9% | +57.7% | -24.8% | -42.7% |
| 1Y | +39.1% | +60.3% | -21.2% | -41.5% |
| 3Y | +462.8% | +163.4% | +299.4% | -11.0% |
| 5Y | -13.9% | +127.4% | -141.3% | -75.0% |
| All | -13.9% | +127.6% | -141.5% | -75.0% |
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 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