+946.2%
HUT vs KEEL
+294.5%
+651.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.8% | +5.1% | +6.6% |
| 7D | +5.4% | +2.9% | +2.5% | +3.8% |
| 30D | +8.6% | +0.8% | +7.8% | +8.1% |
| 3M | -15.2% | -35.3% | +20.1% | +8.3% |
| 6M | +92.9% | +59.4% | +33.5% | +44.2% |
| YTD | +114.6% | +51.9% | +62.7% | +66.4% |
| 1Y | +208.5% | +75.0% | +133.5% | +112.2% |
| 3Y | +821.5% | +224.5% | +596.9% | +353.7% |
| 5Y | +101.8% | -35.9% | +137.7% | +126.5% |
| All | +946.2% | +294.5% | +651.7% | +332.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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