+33.0%
KRE vs HUT
+102.6%
-69.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.6% | -1.8% |
| 7D | +2.3% | +28.3% | -25.9% | 0.0% |
| 30D | -2.5% | +12.3% | -14.8% | -3.8% |
| 3M | +6.2% | -16.8% | +23.0% | +6.7% |
| 6M | +15.8% | +111.4% | -95.5% | +5.0% |
| YTD | +16.0% | +116.6% | -100.6% | +3.8% |
| 1Y | +16.2% | +290.5% | -274.3% | -4.1% |
| 3Y | +86.4% | +792.3% | -705.9% | +29.7% |
| 5Y | +33.0% | +94.1% | -61.2% | -3.6% |
| All | +33.0% | +102.6% | -69.7% | -3.6% |
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