+1,782.5%
KMB vs HST
+1,330.6%
+451.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 3M | +14.0% | -6.4% | +20.3% | +14.9% |
| 6M | +4.1% | +15.0% | -10.9% | +2.2% |
| YTD | +8.0% | +30.5% | -22.5% | +4.3% |
| 1Y | -13.7% | +35.7% | -49.4% | -17.2% |
| 3Y | -5.9% | +68.4% | -74.3% | -12.9% |
| 5Y | -8.6% | +73.1% | -81.7% | -16.9% |
| 10Y | +17.3% | +92.7% | -75.5% | +0.6% |
| All | +1,782.5% | +1,330.6% | +451.9% | +1,000.6% |
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