+448.2%
HUT vs KR
+186.5%
+261.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.7% | +6.1% | +9.2% |
| 7D | +5.4% | -0.2% | +5.6% | +5.4% |
| 30D | +8.6% | +5.1% | +3.6% | +9.5% |
| 3M | -15.2% | -8.2% | -7.1% | -15.5% |
| 6M | +92.9% | -18.0% | +110.9% | +91.2% |
| YTD | +114.6% | -4.8% | +119.4% | +114.5% |
| 1Y | +208.5% | -11.0% | +219.5% | +207.7% |
| 3Y | +821.5% | +37.7% | +783.8% | +797.9% |
| 5Y | +101.8% | +52.8% | +49.1% | +97.7% |
| All | +448.2% | +186.5% | +261.7% | +374.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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