+1,212.4%
HAS vs TKO
+1,436.2%
-223.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.6% |
| 7D | +1.6% | +2.6% | -1.0% | +1.2% |
| 30D | +26.6% | +11.6% | +15.0% | +24.4% |
| 3M | +29.0% | -0.1% | +29.1% | +28.8% |
| 6M | +30.6% | +6.7% | +23.9% | +28.7% |
| YTD | +51.5% | -6.0% | +57.5% | +52.2% |
| 1Y | +58.5% | +8.5% | +50.0% | +55.5% |
| 3Y | +214.1% | +150.9% | +63.2% | +167.5% |
| 5Y | +50.2% | +274.0% | -223.8% | +18.2% |
| 10Y | +100.0% | +1,126.1% | -1,026.1% | +28.4% |
| All | +1,212.4% | +1,436.2% | -223.8% | +515.9% |
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