-58.5%
HUBS vs KNX
+34.6%
-93.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | -9.0% | -5.6% | -3.4% | -7.5% |
| 30D | +7.2% | -4.4% | +11.6% | +8.5% |
| 3M | +20.9% | -17.3% | +38.2% | +27.2% |
| 6M | -13.0% | +22.6% | -35.7% | -19.1% |
| YTD | -43.8% | +31.1% | -75.0% | -49.4% |
| 1Y | -54.6% | +60.2% | -114.8% | -62.4% |
| 3Y | -58.5% | +35.8% | -94.2% | -62.9% |
| All | -58.5% | +34.6% | -93.0% | -62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling