+192.7%
HUT vs KEY
+39.5%
+153.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.5% | +15.1% | +14.9% |
| 7D | -11.4% | -1.3% | -10.1% | -11.1% |
| 30D | -41.0% | +5.1% | -46.2% | -43.1% |
| 3M | -41.9% | -7.1% | -34.8% | -39.9% |
| 6M | -51.7% | -4.4% | -47.3% | -51.1% |
| YTD | +14.6% | +4.0% | +10.6% | +11.5% |
| 1Y | +21.4% | +23.4% | -2.0% | +7.8% |
| 3Y | +359.8% | +113.9% | +245.9% | +220.3% |
| 5Y | -27.5% | +12.3% | -39.8% | -32.3% |
| All | +192.7% | +39.5% | +153.2% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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