+390.3%
HWM vs TKO
+103.5%
+286.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +1.0% |
| 7D | -8.0% | +0.7% | -8.7% | -8.3% |
| 30D | -18.0% | +0.9% | -18.9% | -18.4% |
| 3M | -9.5% | -6.2% | -3.3% | -8.5% |
| 6M | -8.4% | -5.6% | -2.8% | -7.8% |
| YTD | +13.6% | -7.8% | +21.5% | +14.7% |
| 1Y | +30.2% | -1.2% | +31.5% | +28.5% |
| All | +390.3% | +103.5% | +286.8% | +310.9% |
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