+453.2%
HUT vs KMB
+26.3%
+426.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.9% | +8.3% | +6.1% |
| 7D | +28.3% | -2.7% | +31.0% | +27.8% |
| 30D | +12.3% | -5.0% | +17.3% | +11.5% |
| 3M | -16.8% | +6.6% | -23.4% | -16.3% |
| 6M | +111.4% | +1.0% | +110.4% | +111.0% |
| YTD | +116.6% | +6.0% | +110.6% | +118.0% |
| 1Y | +290.5% | -16.6% | +307.1% | +285.1% |
| 3Y | +792.3% | -8.6% | +800.9% | +781.8% |
| 5Y | +94.1% | -10.9% | +105.0% | +90.6% |
| All | +453.2% | +26.3% | +426.8% | +510.9% |
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