+403.8%
HUT vs KEYS
+514.4%
-110.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -4.1% |
| 7D | +2.8% | +0.9% | +1.9% | +2.2% |
| 30D | +2.1% | -5.3% | +7.3% | +7.3% |
| 3M | -14.3% | +0.5% | -14.8% | -15.0% |
| 6M | +84.2% | +14.0% | +70.2% | +67.2% |
| YTD | +97.2% | +60.3% | +36.9% | +32.3% |
| 1Y | +192.7% | +91.3% | +101.4% | +69.5% |
| 3Y | +712.6% | +146.1% | +566.4% | +291.8% |
| 5Y | +85.5% | +80.8% | +4.7% | +17.8% |
| All | +403.8% | +514.4% | -110.7% | +160.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling