+538.6%
HIG vs TKO
+1,400.2%
-861.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.5% | +2.3% | -3.8% | -2.1% |
| 30D | -0.4% | -2.5% | +2.1% | +0.1% |
| 3M | +6.7% | -10.6% | +17.3% | +9.4% |
| 6M | +2.0% | -5.1% | +7.0% | +2.5% |
| YTD | +0.3% | -8.2% | +8.5% | +1.4% |
| 1Y | +4.2% | -4.4% | +8.6% | +3.8% |
| 3Y | +102.2% | +100.4% | +1.9% | +59.0% |
| 5Y | +118.5% | +294.3% | -175.8% | +37.7% |
| 10Y | +311.1% | +983.2% | -672.0% | +73.2% |
| All | +538.6% | +1,400.2% | -861.6% | +67.8% |
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