+69.2%
HST vs KNX
+37.6%
+31.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | +0.9% | -5.6% | +6.4% | +3.0% |
| 30D | -2.5% | -4.4% | +2.0% | -1.1% |
| 3M | -5.1% | -17.3% | +12.2% | +1.2% |
| 6M | +21.6% | +22.6% | -1.0% | +10.8% |
| YTD | +31.6% | +31.1% | +0.5% | +16.3% |
| 1Y | +36.1% | +60.2% | -24.1% | +9.9% |
| 3Y | +66.5% | +35.8% | +30.7% | +39.4% |
| All | +69.2% | +37.6% | +31.6% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling