+1,205.2%
HD vs TKO
+1,446.8%
-241.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +1.5% | +2.3% | -0.8% | +1.1% |
| 30D | +18.0% | +13.4% | +4.6% | +15.5% |
| 3M | +2.8% | -1.7% | +4.5% | +3.0% |
| 6M | +17.0% | +7.2% | +9.7% | +15.2% |
| YTD | +3.5% | -5.4% | +8.9% | +4.0% |
| 1Y | -2.6% | +8.7% | -11.3% | -4.6% |
| 3Y | +30.7% | +150.4% | -119.7% | +9.0% |
| 5Y | +6.2% | +276.6% | -270.4% | -19.1% |
| 10Y | +242.7% | +1,134.6% | -891.9% | +102.6% |
| All | +1,205.2% | +1,446.8% | -241.6% | +454.8% |
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