+1.6%
KMB vs HST
+77.0%
-75.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.5% | -2.7% | +3.1% | +0.8% |
| 30D | +12.4% | +10.7% | +1.7% | +10.8% |
| 3M | +1.0% | +6.3% | -5.3% | 0.0% |
| 6M | +12.1% | +19.0% | -6.8% | +9.9% |
| YTD | +11.6% | +47.0% | -35.4% | +7.2% |
| 1Y | +13.1% | +53.4% | -40.3% | +8.2% |
| 3Y | +1.6% | +78.0% | -76.4% | -4.0% |
| All | +1.6% | +77.0% | -75.5% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 3y: compounded portfolio wealth divided by compounded HST 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…
3y analysis · Full analysis span regression · 6 months rolling