+43.9%
KRE vs HUT
+435.6%
-391.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.9% |
| 7D | -1.1% | +18.9% | -20.0% | -2.3% |
| 30D | -3.4% | +12.0% | -15.4% | -4.4% |
| 3M | +3.7% | -14.9% | +18.6% | +3.9% |
| 6M | +14.8% | +96.8% | -82.0% | +7.2% |
| YTD | +14.7% | +108.8% | -94.1% | +5.8% |
| 1Y | +16.0% | +227.4% | -211.4% | +2.2% |
| 3Y | +84.3% | +760.3% | -676.0% | +42.8% |
| 5Y | +30.9% | +86.1% | -55.2% | +3.9% |
| All | +43.9% | +435.6% | -391.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 10y: compounded portfolio wealth divided by compounded HUT 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…
10y analysis · Full analysis span regression · 6 months rolling