-91.5%
HTZ vs TKO
+244.9%
-336.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.9% |
| 7D | +7.5% | +0.7% | +6.7% | +7.2% |
| 30D | +47.4% | +1.6% | +45.8% | +46.9% |
| 3M | -54.9% | -7.8% | -47.1% | -53.9% |
| 6M | -47.0% | -13.3% | -33.7% | -45.1% |
| YTD | -55.3% | -10.3% | -45.0% | -54.2% |
| 1Y | -57.6% | -0.6% | -57.0% | -58.0% |
| 3Y | -86.6% | +88.5% | -175.1% | -89.6% |
| 5Y | -86.1% | +284.7% | -370.8% | -93.3% |
| All | -91.5% | +244.9% | -336.4% | -95.7% |
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 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