+121.3%
HBM vs TKO
+1.2%
+120.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | -6.4% | +0.7% | -7.1% | -6.5% |
| 30D | +5.9% | +1.6% | +4.3% | +5.1% |
| 3M | -8.9% | -7.8% | -1.1% | -7.8% |
| 6M | +10.7% | -13.3% | +24.0% | +12.8% |
| YTD | +38.3% | -10.3% | +48.6% | +41.0% |
| 1Y | +121.3% | -0.6% | +122.0% | +116.4% |
| All | +121.3% | +1.2% | +120.1% | +116.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling