+796.4%
HUT vs IEFA
+65.6%
+730.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -0.9% |
| 7D | +18.9% | -0.5% | +19.3% | +20.5% |
| 30D | +12.0% | -1.1% | +13.1% | +15.4% |
| 3M | -14.9% | +5.1% | -19.9% | -24.5% |
| 6M | +96.8% | +9.3% | +87.5% | +65.1% |
| YTD | +108.8% | +13.0% | +95.8% | +67.2% |
| 1Y | +227.4% | +19.2% | +208.2% | +136.3% |
| All | +796.4% | +65.6% | +730.9% | +256.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling