+228.7%
HL vs TKO
+291.2%
-62.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -4.4% | +2.3% | -6.7% | -5.0% |
| 30D | +9.3% | -2.5% | +11.8% | +10.1% |
| 3M | +32.0% | -10.6% | +42.6% | +35.6% |
| 6M | -6.4% | -5.1% | -1.4% | -5.6% |
| YTD | +3.1% | -8.2% | +11.4% | +5.1% |
| 1Y | +77.6% | -4.4% | +82.0% | +78.6% |
| 3Y | +392.8% | +100.4% | +292.5% | +308.7% |
| All | +228.7% | +291.2% | -62.5% | +107.5% |
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