+217.0%
HUT vs KMB
+37.4%
+179.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.2% | +5.1% | +8.9% |
| 7D | +3.7% | +3.4% | +0.3% | +4.8% |
| 30D | -32.3% | +14.7% | -47.0% | -30.4% |
| 3M | -35.6% | +3.3% | -38.9% | -34.7% |
| 6M | -42.1% | +16.8% | -58.9% | -40.4% |
| YTD | +24.1% | +15.2% | +8.9% | +27.6% |
| 1Y | +27.9% | +13.3% | +14.6% | +31.3% |
| 3Y | +409.1% | +5.4% | +403.7% | +413.8% |
| 5Y | -25.9% | +2.7% | -28.7% | -25.5% |
| All | +217.0% | +37.4% | +179.7% | +257.5% |
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