-14.1%
KHC vs HUT
-25.2%
+11.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.1% | +9.7% | +2.5% |
| 7D | +2.0% | +9.3% | -7.3% | +2.2% |
| 30D | +10.6% | -23.1% | +33.7% | +10.4% |
| 3M | +0.5% | -30.6% | +31.1% | +0.3% |
| 6M | +12.1% | -46.9% | +58.9% | +11.7% |
| YTD | +8.9% | +25.3% | -16.4% | +9.1% |
| 1Y | +7.5% | +59.8% | -52.3% | +7.8% |
| 3Y | -10.7% | +467.2% | -477.9% | -11.1% |
| All | -14.1% | -25.2% | +11.1% | -17.5% |
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