+96.4%
HUT vs IEFA
+50.0%
+46.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -0.8% |
| 7D | +18.9% | -0.5% | +19.3% | +20.5% |
| 30D | +12.0% | -1.1% | +13.1% | +15.5% |
| 3M | -14.9% | +5.1% | -19.9% | -24.9% |
| 6M | +96.8% | +9.3% | +87.5% | +63.4% |
| YTD | +108.8% | +13.0% | +95.8% | +63.9% |
| 1Y | +227.4% | +19.2% | +208.2% | +127.5% |
| 3Y | +760.3% | +67.0% | +693.3% | +158.3% |
| All | +96.4% | +50.0% | +46.3% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling