+239.5%
HUT vs KMB
+33.6%
+205.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.7% | +9.3% | +7.2% |
| 7D | +24.8% | +0.1% | +24.7% | +24.8% |
| 30D | -28.4% | +10.2% | -38.6% | -26.8% |
| 3M | -31.2% | +1.5% | -32.7% | -30.5% |
| 6M | -40.2% | +16.6% | -56.9% | -38.7% |
| YTD | +32.9% | +12.1% | +20.9% | +35.9% |
| 1Y | +39.1% | +11.1% | +28.0% | +42.2% |
| 3Y | +462.8% | +1.9% | +460.8% | +464.9% |
| 5Y | -13.9% | -1.3% | -12.6% | -13.9% |
| All | +239.5% | +33.6% | +205.9% | +280.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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