+7,001.5%
HUM vs TKO
+1,400.2%
+5,601.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | +2.1% | +2.3% | -0.3% | +1.7% |
| 30D | +5.4% | -2.5% | +7.9% | +5.7% |
| 3M | +11.4% | -10.6% | +22.0% | +12.8% |
| 6M | +141.5% | -5.1% | +146.6% | +142.2% |
| YTD | +61.2% | -8.2% | +69.4% | +62.4% |
| 1Y | +49.2% | -4.4% | +53.6% | +49.4% |
| 3Y | -9.0% | +100.4% | -109.4% | -18.5% |
| 5Y | +7.2% | +294.3% | -287.1% | -13.5% |
| 10Y | +152.7% | +983.2% | -830.5% | +68.6% |
| All | +7,001.5% | +1,400.2% | +5,601.3% | +3,203.2% |
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