+403.8%
HUT vs KMX
-0.7%
+404.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.8% |
| 7D | +2.8% | -3.4% | +6.2% | +4.6% |
| 30D | +2.1% | +4.0% | -2.0% | -0.4% |
| 3M | -14.3% | +24.8% | -39.1% | -25.2% |
| 6M | +84.2% | +43.6% | +40.6% | +47.3% |
| YTD | +97.2% | +56.6% | +40.6% | +50.2% |
| 1Y | +192.7% | +2.2% | +190.5% | +174.3% |
| 3Y | +712.6% | -25.4% | +738.0% | +787.7% |
| 5Y | +85.5% | -55.0% | +140.5% | +146.2% |
| All | +403.8% | -0.7% | +404.4% | +484.6% |
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