+453.2%
HUT vs IEFA
+96.9%
+356.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.6% | +6.9% | +7.5% |
| 7D | +28.3% | +1.2% | +27.1% | +25.5% |
| 30D | +12.3% | -0.6% | +12.9% | +13.8% |
| 3M | -16.8% | +6.2% | -23.0% | -25.8% |
| 6M | +111.4% | +11.2% | +100.2% | +79.4% |
| YTD | +116.6% | +14.2% | +102.4% | +78.8% |
| 1Y | +290.5% | +20.0% | +270.4% | +196.4% |
| 3Y | +792.3% | +68.8% | +723.5% | +280.5% |
| 5Y | +94.1% | +52.7% | +41.5% | +8.5% |
| All | +453.2% | +96.9% | +356.3% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling