+666.4%
HPE vs TKO
+1,034.0%
-367.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.8% | -5.5% | -6.0% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +1.5% | -2.6% | +4.2% | +2.1% |
| 3M | +21.7% | -7.8% | +29.5% | +23.7% |
| 6M | +164.2% | -7.0% | +171.2% | +166.9% |
| YTD | +132.1% | -8.5% | +140.6% | +135.2% |
| 1Y | +130.6% | -1.3% | +132.0% | +128.3% |
| 3Y | +244.1% | +105.0% | +139.2% | +175.8% |
| 5Y | +340.8% | +292.9% | +47.9% | +189.0% |
| 10Y | +500.2% | +979.3% | -479.2% | +184.2% |
| All | +666.4% | +1,034.0% | -367.6% | +246.8% |
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