+11.0%
HAS vs TKO
+306.8%
-295.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.1% |
| 7D | -4.8% | +0.7% | -5.5% | -5.0% |
| 30D | -5.1% | +0.9% | -6.0% | -5.4% |
| 3M | +6.4% | -6.2% | +12.6% | +7.5% |
| 6M | -5.6% | -5.6% | 0.0% | -5.0% |
| YTD | +11.0% | -7.8% | +18.8% | +12.1% |
| 1Y | +16.8% | -1.2% | +18.0% | +16.2% |
| 3Y | +44.0% | +106.5% | -62.5% | +25.5% |
| 5Y | +11.0% | +310.4% | -299.4% | -22.6% |
| All | +11.0% | +306.8% | -295.8% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling