+12.0%
KRE vs HUT
-23.6%
+35.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +0.3% | -10.9% | +11.2% | +0.8% |
| 30D | +5.9% | -32.6% | +38.5% | +8.7% |
| 3M | -3.3% | -33.7% | +30.4% | -1.3% |
| 6M | +5.8% | -42.3% | +48.2% | +8.0% |
| YTD | +14.7% | +23.6% | -8.8% | +6.3% |
| 1Y | +22.0% | +20.4% | +1.7% | +12.2% |
| 3Y | +91.6% | +423.2% | -331.6% | +36.9% |
| All | +12.0% | -23.6% | +35.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling