+289.4%
HPE vs TKO
+102.7%
+186.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.4% | +12.1% | +12.4% |
| 7D | +19.4% | +2.3% | +17.1% | +18.8% |
| 30D | +5.6% | -2.5% | +8.1% | +6.1% |
| 3M | +33.1% | -10.6% | +43.7% | +36.2% |
| 6M | +192.5% | -5.1% | +197.5% | +193.3% |
| YTD | +160.9% | -8.2% | +169.1% | +163.9% |
| 1Y | +155.0% | -4.4% | +159.4% | +154.1% |
| 3Y | +289.4% | +100.4% | +189.0% | +237.4% |
| All | +289.4% | +102.7% | +186.7% | +237.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling