+202.7%
HAL vs TKO
+1,446.8%
-1,244.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.0% |
| 7D | +6.1% | +2.3% | +3.8% | +5.5% |
| 30D | +2.9% | +13.4% | -10.5% | -0.3% |
| 3M | +3.3% | -1.7% | +5.1% | +3.4% |
| 6M | -16.9% | +7.2% | -24.1% | -19.0% |
| YTD | +21.2% | -5.4% | +26.6% | +21.1% |
| 1Y | +27.5% | +8.7% | +18.9% | +23.2% |
| 3Y | -6.4% | +150.4% | -156.9% | -27.5% |
| 5Y | +58.0% | +276.6% | -218.6% | +8.3% |
| 10Y | -14.6% | +1,134.6% | -1,149.2% | -56.7% |
| All | +202.7% | +1,446.8% | -1,244.1% | +8.9% |
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