+448.2%
HUT vs KEYS
+538.9%
-90.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.0% | +4.8% | +5.3% |
| 7D | +5.4% | +3.5% | +1.9% | +2.6% |
| 30D | +8.6% | -4.5% | +13.1% | +13.5% |
| 3M | -15.2% | -0.4% | -14.8% | -15.3% |
| 6M | +92.9% | +19.1% | +73.7% | +68.7% |
| YTD | +114.6% | +66.7% | +48.0% | +39.3% |
| 1Y | +208.5% | +96.5% | +112.0% | +74.7% |
| 3Y | +821.5% | +155.2% | +666.3% | +330.9% |
| 5Y | +101.8% | +88.0% | +13.9% | +24.1% |
| All | +448.2% | +538.9% | -90.7% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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