+6.2%
HD vs TKO
+306.8%
-300.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.7% |
| 7D | -1.8% | +0.7% | -2.5% | -2.0% |
| 30D | -10.8% | +0.9% | -11.7% | -11.0% |
| 3M | -2.7% | -6.2% | +3.5% | -1.9% |
| 6M | -10.3% | -5.6% | -4.7% | -9.8% |
| YTD | -7.8% | -7.8% | 0.0% | -7.2% |
| 1Y | -23.1% | -1.2% | -21.9% | -23.5% |
| 3Y | +2.0% | +106.5% | -104.5% | -8.8% |
| 5Y | +6.2% | +310.4% | -304.1% | -21.3% |
| All | +6.2% | +306.8% | -300.6% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling