+403.8%
HUT vs IEFA
+93.0%
+310.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -3.7% |
| 7D | +2.8% | -2.4% | +5.3% | +8.1% |
| 30D | +2.1% | -2.1% | +4.2% | +6.7% |
| 3M | -14.3% | +5.5% | -19.8% | -22.5% |
| 6M | +84.2% | +8.1% | +76.1% | +65.4% |
| YTD | +97.2% | +11.9% | +85.3% | +69.7% |
| 1Y | +192.7% | +18.1% | +174.7% | +130.2% |
| 3Y | +712.6% | +65.5% | +647.1% | +261.0% |
| 5Y | +85.5% | +50.1% | +35.4% | +7.6% |
| All | +403.8% | +93.0% | +310.8% | +96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling