+265.3%
HUT vs IEFA
+23.1%
+242.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +5.8% |
| 7D | +17.8% | +0.6% | +17.2% | +15.8% |
| 30D | +0.8% | +1.0% | -0.2% | -2.4% |
| 3M | -26.8% | +4.7% | -31.5% | -36.6% |
| 6M | +72.6% | +8.6% | +64.0% | +38.1% |
| YTD | +103.6% | +14.8% | +88.8% | +38.4% |
| 1Y | +265.3% | +22.6% | +242.6% | +129.0% |
| All | +265.3% | +23.1% | +242.2% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1y: compounded portfolio wealth divided by compounded IEFA 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…
1y analysis · Full analysis span regression · 6 months rolling