+821.5%
HUT vs KEYS
+154.3%
+667.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.0% | +4.8% | +4.6% |
| 7D | +5.4% | +3.5% | +1.9% | +2.0% |
| 30D | +8.6% | -4.5% | +13.1% | +14.3% |
| 3M | -15.2% | -0.4% | -14.8% | -16.0% |
| 6M | +92.9% | +19.1% | +73.7% | +62.8% |
| YTD | +114.6% | +66.7% | +48.0% | +25.8% |
| 1Y | +208.5% | +96.5% | +112.0% | +52.1% |
| 3Y | +821.5% | +155.2% | +666.3% | +311.4% |
| All | +821.5% | +154.3% | +667.2% | +311.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling