-43.4%
KHC vs HUT
+422.3%
-465.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -0.7% |
| 7D | -1.8% | +17.8% | -19.5% | -1.9% |
| 30D | -1.9% | +0.8% | -2.7% | -1.9% |
| 3M | +14.4% | -26.8% | +41.2% | +14.6% |
| 6M | +8.7% | +72.6% | -63.8% | +7.9% |
| YTD | +7.8% | +103.6% | -95.8% | +6.7% |
| 1Y | -1.5% | +265.3% | -266.8% | -3.4% |
| 3Y | -9.9% | +689.4% | -699.3% | -13.9% |
| 5Y | -10.7% | +75.3% | -86.1% | -14.1% |
| All | -43.4% | +422.3% | -465.7% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling