-8.0%
KMB vs HST
+74.0%
-82.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -3.0% | -1.0% | -2.0% | -2.9% |
| 30D | -5.5% | -12.3% | +6.8% | -4.2% |
| 3M | +14.0% | -6.4% | +20.3% | +14.8% |
| 6M | +4.1% | +15.0% | -10.9% | +2.8% |
| YTD | +8.0% | +30.5% | -22.5% | +5.5% |
| 1Y | -13.7% | +35.7% | -49.4% | -16.1% |
| 3Y | -5.9% | +68.4% | -74.3% | -10.8% |
| All | -8.0% | +74.0% | -82.0% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling