+77.4%
IEMG vs HUT
+450.5%
-373.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.8% | -7.6% | +0.7% |
| 7D | -1.3% | +5.4% | -6.7% | -1.6% |
| 30D | +1.9% | +8.6% | -6.7% | +1.2% |
| 3M | +1.4% | -15.2% | +16.6% | +1.8% |
| 6M | +15.2% | +92.9% | -77.7% | +9.8% |
| YTD | +23.8% | +114.6% | -90.8% | +16.8% |
| 1Y | +30.7% | +208.5% | -177.9% | +19.8% |
| 3Y | +83.3% | +821.5% | -738.2% | +50.9% |
| 5Y | +48.8% | +101.8% | -53.1% | +24.7% |
| All | +77.4% | +450.5% | -373.1% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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