+433.3%
HUT vs VWO
+63.1%
+370.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -2.5% |
| 7D | +18.9% | +0.2% | +18.7% | +18.7% |
| 30D | +12.0% | +0.9% | +11.1% | +10.6% |
| 3M | -14.9% | +4.3% | -19.1% | -19.8% |
| 6M | +96.8% | +10.5% | +86.3% | +74.2% |
| YTD | +108.8% | +13.4% | +95.4% | +81.1% |
| 1Y | +227.4% | +18.6% | +208.8% | +170.8% |
| 3Y | +760.3% | +65.8% | +694.5% | +345.6% |
| 5Y | +86.1% | +35.2% | +50.9% | +41.6% |
| All | +433.3% | +63.1% | +370.2% | +186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling