+448.2%
HUT vs KNX
+54.0%
+394.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.5% | +10.4% | +9.5% |
| 7D | +5.4% | -5.6% | +11.0% | +7.9% |
| 30D | +8.6% | -4.4% | +13.0% | +10.5% |
| 3M | -15.2% | -17.3% | +2.1% | -9.2% |
| 6M | +92.9% | +22.6% | +70.3% | +74.2% |
| YTD | +114.6% | +31.1% | +83.5% | +88.3% |
| 1Y | +208.5% | +60.2% | +148.3% | +146.1% |
| 3Y | +821.5% | +35.8% | +785.7% | +677.3% |
| 5Y | +101.8% | +38.9% | +62.9% | +71.3% |
| All | +448.2% | +54.0% | +394.3% | +287.4% |
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