+917.7%
HUT vs KEEL
+309.9%
+607.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.3% |
| 7D | +18.9% | +19.3% | -0.4% | +7.4% |
| 30D | +12.0% | +9.1% | +2.9% | +6.0% |
| 3M | -14.9% | -31.5% | +16.7% | +5.3% |
| 6M | +96.8% | +75.8% | +21.0% | +38.8% |
| YTD | +108.8% | +57.9% | +50.9% | +58.1% |
| 1Y | +227.4% | +133.3% | +94.0% | +88.7% |
| 3Y | +760.3% | +204.1% | +556.2% | +336.1% |
| 5Y | +86.1% | -37.5% | +123.6% | +109.4% |
| All | +917.7% | +309.9% | +607.8% | +311.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling