-21.3%
HUT vs KMB
-0.7%
-20.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.1% | -9.2% | -6.5% |
| 7D | +9.3% | +0.9% | +8.4% | +9.7% |
| 30D | -23.1% | +10.1% | -33.2% | -20.7% |
| 3M | -30.6% | 0.0% | -30.6% | -29.7% |
| 6M | -46.9% | +15.7% | -62.5% | -45.2% |
| YTD | +25.3% | +12.6% | +12.7% | +28.9% |
| 1Y | +59.8% | +10.1% | +49.7% | +64.1% |
| 3Y | +467.2% | +2.1% | +465.0% | +447.9% |
| All | -21.3% | -0.7% | -20.6% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling