+58.0%
HAS vs TKO
+985.8%
-927.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -6.4% | -2.6% | -3.8% | -6.0% |
| 3M | +10.4% | -7.8% | +18.2% | +12.0% |
| 6M | -3.7% | -7.0% | +3.4% | -2.6% |
| YTD | +12.5% | -8.5% | +21.0% | +13.9% |
| 1Y | +19.8% | -1.3% | +21.1% | +19.1% |
| 3Y | +46.0% | +105.0% | -59.0% | +21.6% |
| 5Y | +12.5% | +292.9% | -280.4% | -21.4% |
| All | +58.0% | +985.8% | -927.8% | -4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling