+50.0%
HUM vs TKO
+5.6%
+44.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.7% |
| 7D | +1.6% | +11.3% | -9.7% | -0.4% |
| 30D | +3.5% | +9.3% | -5.8% | +1.7% |
| 3M | +15.5% | +5.3% | +10.2% | +13.9% |
| 6M | +76.2% | +4.9% | +71.3% | +72.3% |
| YTD | +64.5% | -6.3% | +70.8% | +67.5% |
| 1Y | +50.0% | +4.9% | +45.1% | +39.5% |
| All | +50.0% | +5.6% | +44.4% | +39.5% |
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