+109.0%
HST vs KNX
+166.7%
-57.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | +0.9% | -5.6% | +6.4% | +2.8% |
| 30D | -2.5% | -4.4% | +2.0% | -1.2% |
| 3M | -5.1% | -17.3% | +12.2% | +0.7% |
| 6M | +21.6% | +22.6% | -1.0% | +11.8% |
| YTD | +31.6% | +31.1% | +0.5% | +17.7% |
| 1Y | +36.1% | +60.2% | -24.1% | +12.4% |
| 3Y | +66.5% | +35.8% | +30.7% | +42.5% |
| 5Y | +76.6% | +38.9% | +37.7% | +47.6% |
| All | +109.0% | +166.7% | -57.7% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling