+75.0%
HST vs TKO
+306.5%
-231.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.4% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | -2.8% | +0.9% | -3.7% | -3.1% |
| 3M | -6.5% | -6.2% | -0.3% | -5.4% |
| 6M | +20.7% | -5.6% | +26.3% | +21.6% |
| YTD | +30.5% | -7.8% | +38.3% | +32.0% |
| 1Y | +36.8% | -1.2% | +38.0% | +35.6% |
| 3Y | +65.9% | +106.5% | -40.6% | +33.2% |
| All | +75.0% | +306.5% | -231.5% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling