+192.7%
HUT vs KMB
+33.1%
+159.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -1.8% | +16.4% | +14.2% |
| 7D | -11.4% | +0.5% | -11.8% | -10.9% |
| 30D | -41.0% | +12.4% | -53.4% | -39.6% |
| 3M | -41.9% | +1.0% | -42.9% | -41.4% |
| 6M | -51.7% | +12.1% | -63.8% | -50.6% |
| YTD | +14.6% | +11.6% | +3.0% | +17.1% |
| 1Y | +21.4% | +13.1% | +8.3% | +24.3% |
| 3Y | +359.8% | +1.6% | +358.3% | +361.3% |
| 5Y | -27.5% | -0.3% | -27.2% | -27.4% |
| All | +192.7% | +33.1% | +159.7% | +228.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling