+1,852.5%
KMB vs HST
+1,587.7%
+264.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | +0.1% | -1.3% | +1.3% | +0.2% |
| 30D | +10.2% | +13.4% | -3.2% | +8.4% |
| 3M | +1.5% | +16.7% | -15.2% | -0.5% |
| 6M | +16.6% | +24.0% | -7.4% | +13.4% |
| YTD | +12.1% | +54.0% | -41.9% | +5.9% |
| 1Y | +11.1% | +55.0% | -44.0% | +4.8% |
| 3Y | +1.9% | +89.3% | -87.4% | -7.0% |
| 5Y | -1.3% | +85.4% | -86.7% | -11.0% |
| 10Y | +37.8% | +137.1% | -99.4% | +15.0% |
| All | +1,852.5% | +1,587.7% | +264.8% | +1,017.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling