-43.2%
KHC vs HUT
+455.5%
-498.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.2% | +0.2% |
| 7D | -2.2% | +28.3% | -30.5% | -2.3% |
| 30D | -0.1% | +12.3% | -12.4% | -0.2% |
| 3M | +8.3% | -16.8% | +25.2% | +8.4% |
| 6M | +5.0% | +111.4% | -106.4% | +4.0% |
| YTD | +8.0% | +116.6% | -108.6% | +6.8% |
| 1Y | -1.1% | +290.5% | -291.6% | -3.0% |
| 3Y | -10.7% | +792.3% | -803.0% | -14.8% |
| 5Y | -13.5% | +94.1% | -107.6% | -16.9% |
| All | -43.2% | +455.5% | -498.7% | -53.3% |
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