-10.3%
KHC vs HUT
+71.6%
-81.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -0.6% |
| 7D | -1.8% | +17.8% | -19.5% | -1.6% |
| 30D | -1.9% | +0.8% | -2.7% | -1.8% |
| 3M | +14.4% | -26.8% | +41.2% | +14.4% |
| 6M | +8.7% | +72.6% | -63.8% | +9.2% |
| YTD | +7.8% | +103.6% | -95.8% | +8.4% |
| 1Y | -1.5% | +265.3% | -266.8% | -0.8% |
| 3Y | -9.9% | +689.4% | -699.3% | -9.6% |
| All | -10.3% | +71.6% | -81.9% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling