+1,559.5%
HWM vs TKO
+1,121.7%
+437.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.6% |
| 7D | -11.4% | +2.3% | -13.8% | -12.2% |
| 30D | -18.5% | -2.5% | -16.0% | -18.2% |
| 3M | -13.2% | -10.6% | -2.6% | -11.1% |
| 6M | -8.7% | -5.1% | -3.6% | -8.3% |
| YTD | +12.2% | -8.2% | +20.4% | +13.3% |
| 1Y | +24.9% | -4.4% | +29.3% | +24.4% |
| 3Y | +383.9% | +100.4% | +283.6% | +282.6% |
| 5Y | +646.1% | +294.3% | +351.9% | +369.5% |
| All | +1,559.5% | +1,121.7% | +437.7% | +654.8% |
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