+420.1%
HUT vs KMX
+3.9%
+416.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +5.6% |
| 7D | +17.8% | +1.9% | +15.9% | +16.7% |
| 30D | +0.8% | +11.7% | -10.8% | -5.3% |
| 3M | -26.8% | +34.9% | -61.7% | -38.8% |
| 6M | +72.6% | +50.3% | +22.3% | +34.9% |
| YTD | +103.6% | +63.8% | +39.8% | +51.5% |
| 1Y | +265.3% | +3.8% | +261.4% | +239.6% |
| 3Y | +689.4% | -24.3% | +713.7% | +756.7% |
| 5Y | +75.3% | -50.2% | +125.6% | +123.6% |
| All | +420.1% | +3.9% | +416.3% | +489.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling