+433.3%
HUT vs KNX
+55.8%
+377.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -2.4% |
| 7D | +18.9% | +2.3% | +16.6% | +17.9% |
| 30D | +12.0% | +0.5% | +11.5% | +11.6% |
| 3M | -14.9% | -14.1% | -0.7% | -10.1% |
| 6M | +96.8% | +19.8% | +77.0% | +79.5% |
| YTD | +108.8% | +32.7% | +76.1% | +82.4% |
| 1Y | +227.4% | +62.3% | +165.0% | +159.7% |
| 3Y | +760.3% | +36.8% | +723.4% | +623.6% |
| 5Y | +86.1% | +41.8% | +44.3% | +57.0% |
| All | +433.3% | +55.8% | +377.5% | +275.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling