+75.6%
HST vs TKO
+5.6%
+70.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +0.7% |
| 7D | +3.3% | +11.3% | -7.9% | +1.6% |
| 30D | +16.4% | +9.3% | +7.1% | +14.6% |
| 3M | +5.5% | +5.3% | +0.2% | +4.3% |
| 6M | +31.1% | +4.9% | +26.3% | +28.8% |
| YTD | +55.9% | -6.3% | +62.2% | +56.0% |
| 1Y | +75.6% | +4.9% | +70.7% | +79.9% |
| All | +75.6% | +5.6% | +70.0% | +79.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling