+1,844.7%
KMB vs HST
+1,511.7%
+333.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.9% |
| 3M | +1.0% | +6.3% | -5.3% | +0.2% |
| 6M | +12.1% | +19.0% | -6.8% | +9.6% |
| YTD | +11.6% | +47.0% | -35.4% | +6.1% |
| 1Y | +13.1% | +53.4% | -40.3% | +6.9% |
| 3Y | +1.6% | +78.0% | -76.4% | -6.6% |
| 5Y | -0.3% | +71.7% | -72.0% | -9.3% |
| 10Y | +37.9% | +146.2% | -108.3% | +14.5% |
| All | +1,844.7% | +1,511.7% | +333.0% | +1,019.4% |
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 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