+563.1%
HPE vs TKO
+989.7%
-426.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.4% | +12.1% | +12.3% |
| 7D | +19.4% | +2.3% | +17.1% | +18.7% |
| 30D | +5.6% | -2.5% | +8.1% | +6.2% |
| 3M | +33.1% | -10.6% | +43.7% | +36.3% |
| 6M | +192.5% | -5.1% | +197.5% | +193.9% |
| YTD | +160.9% | -8.2% | +169.1% | +164.2% |
| 1Y | +155.0% | -4.4% | +159.4% | +154.6% |
| 3Y | +289.4% | +100.4% | +189.0% | +214.8% |
| 5Y | +395.7% | +294.3% | +101.4% | +225.6% |
| All | +563.1% | +989.7% | -426.5% | +244.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling