-24.4%
KVUE vs HST
+57.8%
-82.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.1% |
| 7D | -6.1% | +0.7% | -6.8% | -6.2% |
| 30D | -5.6% | -0.7% | -4.9% | -5.4% |
| 3M | -0.3% | -4.0% | +3.7% | +0.4% |
| 6M | +1.4% | +20.7% | -19.3% | -2.2% |
| YTD | +6.7% | +31.0% | -24.3% | +1.3% |
| 1Y | +1.0% | +36.2% | -35.3% | -5.1% |
| 3Y | -5.4% | +66.6% | -72.0% | -14.9% |
| All | -24.4% | +57.8% | -82.3% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling