+78.9%
IEMG vs HUT
+435.6%
-356.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.3% |
| 7D | +1.6% | +18.9% | -17.3% | +0.5% |
| 30D | +4.6% | +12.0% | -7.3% | +3.8% |
| 3M | +4.8% | -14.9% | +19.7% | +5.2% |
| 6M | +16.8% | +96.8% | -80.0% | +11.3% |
| YTD | +24.8% | +108.8% | -84.0% | +18.0% |
| 1Y | +34.3% | +227.4% | -193.1% | +22.8% |
| 3Y | +87.0% | +760.3% | -673.3% | +54.6% |
| 5Y | +49.9% | +86.1% | -36.1% | +26.1% |
| All | +78.9% | +435.6% | -356.7% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling