-44.3%
KHC vs HUT
+218.4%
-262.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.3% | -9.1% | -0.8% |
| 7D | -2.0% | +3.7% | -5.7% | -2.1% |
| 30D | +9.7% | -32.3% | +42.0% | +9.8% |
| 3M | -2.0% | -35.6% | +33.6% | -1.9% |
| 6M | +5.4% | -42.1% | +47.5% | +5.5% |
| YTD | +5.9% | +24.1% | -18.2% | +5.0% |
| 1Y | +7.5% | +27.9% | -20.4% | +6.4% |
| 3Y | -12.4% | +409.1% | -421.5% | -16.2% |
| 5Y | -15.8% | -25.9% | +10.1% | -18.1% |
| All | -44.3% | +218.4% | -262.7% | -54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling