+420.1%
HUT vs KGC
+845.8%
-425.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +7.1% |
| 7D | +17.8% | -1.3% | +19.1% | +18.4% |
| 30D | +0.8% | +20.3% | -19.4% | -6.5% |
| 3M | -26.8% | +8.1% | -34.9% | -29.5% |
| 6M | +72.6% | -8.8% | +81.3% | +78.3% |
| YTD | +103.6% | +10.1% | +93.6% | +97.5% |
| 1Y | +265.3% | +44.2% | +221.0% | +221.9% |
| 3Y | +689.4% | +533.0% | +156.4% | +292.3% |
| 5Y | +75.3% | +443.0% | -367.7% | -11.5% |
| All | +420.1% | +845.8% | -425.7% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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