+342.1%
HWM vs TKO
+154.2%
+187.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | +7.3% | +2.3% | +5.0% | +6.7% |
| 30D | +1.6% | +13.4% | -11.8% | -1.5% |
| 3M | -21.9% | -1.7% | -20.1% | -21.7% |
| 6M | -19.0% | +7.2% | -26.3% | -21.5% |
| YTD | +7.9% | -5.4% | +13.3% | +8.3% |
| 1Y | +9.9% | +8.7% | +1.2% | +5.1% |
| 3Y | +342.1% | +150.4% | +191.7% | +264.4% |
| All | +342.1% | +154.2% | +187.9% | +264.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling