+60.4%
HCA vs TKO
+102.7%
-42.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +5.4% | +2.3% | +3.1% | +5.2% |
| 30D | +3.0% | -2.5% | +5.5% | +3.1% |
| 3M | +13.0% | -10.6% | +23.6% | +13.8% |
| 6M | -20.3% | -5.1% | -15.2% | -20.2% |
| YTD | -8.2% | -8.2% | 0.0% | -8.0% |
| 1Y | +6.7% | -4.4% | +11.1% | +6.3% |
| 3Y | +60.4% | +100.4% | -40.0% | +52.2% |
| All | +60.4% | +102.7% | -42.3% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling