+35.7%
HST vs KNX
+68.2%
-32.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | -0.5% |
| 7D | -1.0% | +7.4% | -8.4% | -2.5% |
| 30D | -12.3% | +2.0% | -14.2% | -12.7% |
| 3M | -6.4% | -7.9% | +1.5% | -5.0% |
| 6M | +15.0% | +14.4% | +0.6% | +10.8% |
| YTD | +30.5% | +38.9% | -8.4% | +21.8% |
| 1Y | +35.7% | +65.9% | -30.2% | +25.5% |
| All | +35.7% | +68.2% | -32.5% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling