+3,652.6%
HDB vs TKO
+3,327.9%
+324.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.0% | -8.0% | -4.0% |
| 7D | -2.0% | +7.2% | -9.2% | -3.5% |
| 30D | -4.9% | +4.7% | -9.6% | -5.9% |
| 3M | -2.3% | -3.2% | +0.9% | -2.0% |
| 6M | -23.7% | -2.9% | -20.9% | -23.6% |
| YTD | -38.5% | -5.8% | -32.7% | -38.1% |
| 1Y | -36.5% | -1.1% | -35.4% | -36.9% |
| 3Y | -28.5% | +111.1% | -139.6% | -40.9% |
| 5Y | -37.4% | +315.6% | -352.9% | -56.3% |
| 10Y | +34.0% | +978.5% | -944.4% | -32.6% |
| All | +3,652.6% | +3,327.9% | +324.7% | +993.6% |
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 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