-3.1%
KHC vs HUT
+238.9%
-242.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.4% | -1.9% |
| 7D | -3.3% | +17.8% | -21.1% | -2.5% |
| 30D | -3.4% | +0.8% | -4.3% | -3.2% |
| 3M | +12.6% | -26.8% | +39.4% | +12.4% |
| 6M | +7.0% | +72.6% | -65.6% | +9.4% |
| YTD | +6.1% | +103.6% | -97.5% | +9.0% |
| 1Y | -3.1% | +265.3% | -268.3% | +1.9% |
| All | -3.1% | +238.9% | -242.0% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 1y: compounded portfolio wealth divided by compounded HUT 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…
1y analysis · Full analysis span regression · 6 months rolling