+244.6%
HUT vs KMX
-13.7%
+258.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.8% |
| 7D | +34.9% | 0.0% | +34.9% | +34.7% |
| 30D | -25.9% | +3.5% | -29.4% | -28.6% |
| 3M | -31.7% | -10.4% | -21.3% | -29.2% |
| 6M | -42.2% | +37.6% | -79.9% | -53.5% |
| YTD | +34.9% | +36.1% | -1.2% | +8.6% |
| 1Y | +48.5% | +52.8% | -4.2% | +11.5% |
| 3Y | +471.2% | -17.0% | +488.2% | +485.2% |
| 5Y | -18.9% | -64.7% | +45.8% | +18.1% |
| All | +244.6% | -13.7% | +258.3% | +322.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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