+30.6%
HUM vs TKO
+1.2%
+29.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | +4.2% | +0.7% | +3.4% | +4.0% |
| 30D | +10.4% | +1.6% | +8.8% | +9.6% |
| 3M | +15.1% | -7.8% | +22.8% | +16.7% |
| 6M | +120.9% | -13.3% | +134.2% | +131.9% |
| YTD | +57.9% | -10.3% | +68.2% | +62.0% |
| 1Y | +30.6% | -0.6% | +31.2% | +25.5% |
| All | +30.6% | +1.2% | +29.4% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling