+232.8%
HAL vs TKO
+1,406.3%
-1,173.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.4% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | +10.9% | +0.9% | +10.0% | +10.4% |
| 3M | -5.8% | -6.2% | +0.3% | -4.9% |
| 6M | +8.1% | -5.6% | +13.7% | +8.6% |
| YTD | +33.2% | -7.8% | +41.0% | +34.3% |
| 1Y | +74.2% | -1.2% | +75.4% | +72.2% |
| 3Y | -3.7% | +106.5% | -110.2% | -22.1% |
| 5Y | +111.9% | +310.4% | -198.5% | +42.6% |
| 10Y | +7.4% | +987.5% | -980.1% | -43.9% |
| All | +232.8% | +1,406.3% | -1,173.5% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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