-55.6%
KHC vs HUBS
+323.9%
-379.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -1.0% | -9.0% | +8.0% | -0.5% |
| 30D | +1.9% | +7.2% | -5.4% | +1.4% |
| 3M | +3.2% | +20.9% | -17.7% | +2.0% |
| 6M | +10.0% | -13.0% | +23.0% | +9.9% |
| YTD | +6.7% | -43.8% | +50.5% | +8.8% |
| 1Y | -0.9% | -54.6% | +53.8% | +2.0% |
| 3Y | -13.6% | -58.5% | +44.9% | -11.7% |
| 5Y | -12.8% | -66.4% | +53.6% | -11.5% |
| All | -55.6% | +323.9% | -379.5% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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