+66.5%
HST vs TKO
+102.7%
-36.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +0.9% | +2.3% | -1.5% | +0.4% |
| 30D | -2.5% | -2.5% | 0.0% | -2.1% |
| 3M | -5.1% | -10.6% | +5.5% | -3.5% |
| 6M | +21.6% | -5.1% | +26.7% | +22.1% |
| YTD | +31.6% | -8.2% | +39.9% | +32.8% |
| 1Y | +36.1% | -4.4% | +40.6% | +36.4% |
| 3Y | +66.5% | +100.4% | -33.9% | +53.7% |
| All | +66.5% | +102.7% | -36.2% | +53.7% |
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