+420.1%
HUT vs KMB
+28.8%
+391.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.0% |
| 7D | +17.8% | -3.0% | +20.8% | +17.3% |
| 30D | +0.8% | -5.5% | +6.3% | +0.1% |
| 3M | -26.8% | +14.0% | -40.8% | -25.8% |
| 6M | +72.6% | +4.1% | +68.5% | +73.0% |
| YTD | +103.6% | +8.0% | +95.6% | +105.6% |
| 1Y | +265.3% | -13.7% | +279.0% | +261.6% |
| 3Y | +689.4% | -5.9% | +695.4% | +682.3% |
| 5Y | +75.3% | -8.6% | +84.0% | +72.7% |
| All | +420.1% | +28.8% | +391.3% | +476.0% |
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