+1,074.3%
HD vs TKO
+1,439.7%
-365.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.0% | -7.3% | -3.2% |
| 7D | -1.2% | +7.2% | -8.3% | -2.4% |
| 30D | -11.1% | +4.7% | -15.8% | -11.9% |
| 3M | +2.0% | -3.2% | +5.3% | +2.4% |
| 6M | -10.5% | -2.9% | -7.6% | -10.3% |
| YTD | -6.9% | -5.8% | -1.1% | -6.4% |
| 1Y | -23.2% | -1.1% | -22.1% | -23.6% |
| 3Y | +3.1% | +111.1% | -108.0% | -11.8% |
| 5Y | +7.4% | +315.6% | -308.2% | -19.7% |
| 10Y | +205.0% | +978.5% | -773.5% | +84.2% |
| All | +1,074.3% | +1,439.7% | -365.5% | +399.5% |
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