+109.0%
HST vs TKO
+989.7%
-880.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +0.9% | +2.3% | -1.5% | +0.2% |
| 30D | -2.5% | -2.5% | 0.0% | -2.0% |
| 3M | -5.1% | -10.6% | +5.5% | -2.8% |
| 6M | +21.6% | -5.1% | +26.7% | +22.4% |
| YTD | +31.6% | -8.2% | +39.9% | +33.4% |
| 1Y | +36.1% | -4.4% | +40.6% | +36.1% |
| 3Y | +66.5% | +100.4% | -33.9% | +33.5% |
| 5Y | +76.6% | +294.3% | -217.7% | +14.6% |
| All | +109.0% | +989.7% | -880.6% | +8.4% |
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 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