+93.0%
HUT vs KMX
-53.9%
+146.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.3% | +10.7% | +9.4% |
| 7D | +28.3% | -0.7% | +29.0% | +28.7% |
| 30D | +12.3% | +4.1% | +8.2% | +8.8% |
| 3M | -16.8% | +27.5% | -44.3% | -31.3% |
| 6M | +111.4% | +43.6% | +67.8% | +58.2% |
| YTD | +116.6% | +56.8% | +59.8% | +51.5% |
| 1Y | +290.5% | -1.3% | +291.8% | +267.3% |
| 3Y | +792.3% | -25.4% | +817.7% | +889.4% |
| All | +93.0% | -53.9% | +146.9% | +189.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling