+532.7%
HST vs TKO
+1,366.4%
-833.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.8% |
| 7D | -1.0% | +0.7% | -1.8% | -1.2% |
| 30D | -12.3% | +1.6% | -13.9% | -12.8% |
| 3M | -6.4% | -7.8% | +1.4% | -4.7% |
| 6M | +15.0% | -13.3% | +28.3% | +18.7% |
| YTD | +30.5% | -10.3% | +40.8% | +33.2% |
| 1Y | +35.7% | -0.6% | +36.3% | +34.1% |
| 3Y | +68.4% | +88.5% | -20.1% | +36.1% |
| 5Y | +73.1% | +284.7% | -211.6% | +13.1% |
| 10Y | +92.7% | +905.7% | -813.0% | -11.0% |
| All | +532.7% | +1,366.4% | -833.7% | +87.9% |
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 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