-94.8%
HTZ vs TKO
+245.1%
-339.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.2% | -18.6% | -20.1% |
| 7D | -7.7% | +5.8% | -13.5% | -9.0% |
| 30D | -13.1% | +7.2% | -20.3% | -14.6% |
| 3M | +14.7% | +3.7% | +11.0% | +13.8% |
| 6M | -70.6% | +2.0% | -72.6% | -70.8% |
| YTD | -65.2% | -8.4% | -56.8% | -64.6% |
| 1Y | -73.2% | +2.6% | -75.8% | -73.6% |
| 3Y | -80.8% | +128.2% | -209.0% | -85.8% |
| 5Y | -94.8% | +247.4% | -342.2% | -97.3% |
| All | -94.8% | +245.1% | -339.9% | -97.3% |
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