+448.2%
HUT vs VWO
+61.7%
+386.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.1% | +7.6% |
| 7D | +5.4% | -1.8% | +7.2% | +9.0% |
| 30D | +8.6% | -0.1% | +8.7% | +9.4% |
| 3M | -15.2% | +2.2% | -17.5% | -17.5% |
| 6M | +92.9% | +8.8% | +84.1% | +76.0% |
| YTD | +114.6% | +12.4% | +102.2% | +89.3% |
| 1Y | +208.5% | +15.6% | +192.9% | +166.5% |
| 3Y | +821.5% | +62.5% | +759.0% | +394.5% |
| 5Y | +101.8% | +34.3% | +67.6% | +55.9% |
| All | +448.2% | +61.7% | +386.5% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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