+589.9%
HBM vs TKO
+3,544.8%
-2,954.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -3.3% | +2.3% | -5.6% | -3.9% |
| 30D | -4.8% | -2.5% | -2.3% | -4.2% |
| 3M | -0.4% | -10.6% | +10.2% | +2.3% |
| 6M | +17.9% | -5.1% | +22.9% | +19.0% |
| YTD | +33.7% | -8.2% | +41.9% | +35.8% |
| 1Y | +95.6% | -4.4% | +100.0% | +95.9% |
| 3Y | +458.1% | +100.4% | +357.8% | +347.2% |
| 5Y | +329.0% | +294.3% | +34.7% | +180.4% |
| 10Y | +588.2% | +983.2% | -395.0% | +223.2% |
| All | +589.9% | +3,544.8% | -2,954.9% | +60.7% |
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