+47.5%
KRE vs HUT
+422.3%
-374.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.7% | +0.1% |
| 7D | +1.3% | +17.8% | -16.5% | +0.1% |
| 30D | -2.7% | +0.8% | -3.5% | -2.9% |
| 3M | +8.2% | -26.8% | +35.0% | +9.4% |
| 6M | +12.8% | +72.6% | -59.7% | +6.4% |
| YTD | +17.5% | +103.6% | -86.1% | +8.7% |
| 1Y | +16.6% | +265.3% | -248.7% | +1.9% |
| 3Y | +79.5% | +689.4% | -609.9% | +39.9% |
| 5Y | +32.4% | +75.3% | -42.9% | +5.5% |
| All | +47.5% | +422.3% | -374.8% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling