+420.1%
HUT vs KEY
+48.4%
+371.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.0% |
| 7D | +17.8% | +2.2% | +15.6% | +16.4% |
| 30D | +0.8% | -3.0% | +3.9% | +2.7% |
| 3M | -26.8% | +3.3% | -30.1% | -28.4% |
| 6M | +72.6% | +9.2% | +63.4% | +64.8% |
| YTD | +103.6% | +10.6% | +93.0% | +92.8% |
| 1Y | +265.3% | +20.4% | +244.9% | +231.5% |
| 3Y | +689.4% | +121.8% | +567.6% | +439.0% |
| 5Y | +75.3% | +41.1% | +34.2% | +48.0% |
| All | +420.1% | +48.4% | +371.7% | +216.4% |
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