-0.9%
HCA vs TKO
+1.2%
-2.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -1.0% |
| 7D | -3.1% | +0.7% | -3.8% | -3.1% |
| 30D | -1.1% | +1.6% | -2.7% | -1.3% |
| 3M | +12.2% | -7.8% | +19.9% | +12.4% |
| 6M | -25.3% | -13.3% | -12.1% | -25.0% |
| YTD | -12.9% | -10.3% | -2.7% | -12.7% |
| 1Y | -0.9% | -0.6% | -0.3% | -4.1% |
| All | -0.9% | +1.2% | -2.1% | -4.1% |
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