-34.0%
HDB vs TKO
-1.0%
-33.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.4% | +6.5% | +6.8% |
| 7D | +0.7% | +2.3% | -1.6% | +0.3% |
| 30D | +1.0% | -2.5% | +3.5% | +1.4% |
| 3M | -2.0% | -10.6% | +8.6% | -0.1% |
| 6M | -18.1% | -5.1% | -13.1% | -18.3% |
| YTD | -36.1% | -8.2% | -27.9% | -35.8% |
| 1Y | -34.0% | -4.4% | -29.6% | -33.6% |
| All | -34.0% | -1.0% | -33.1% | -33.6% |
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