-33.7%
HDB vs TKO
+291.2%
-324.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.4% | +6.5% | +6.8% |
| 7D | +0.7% | +2.3% | -1.6% | +0.4% |
| 30D | +1.0% | -2.5% | +3.5% | +1.2% |
| 3M | -2.0% | -10.6% | +8.6% | -0.8% |
| 6M | -18.1% | -5.1% | -13.1% | -17.8% |
| YTD | -36.1% | -8.2% | -27.9% | -35.7% |
| 1Y | -34.0% | -4.4% | -29.6% | -34.0% |
| 3Y | -26.7% | +100.4% | -127.1% | -33.5% |
| All | -33.7% | +291.2% | -324.9% | -52.9% |
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