+640.6%
HWM vs TKO
+303.5%
+337.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.8% |
| 7D | -12.5% | +0.1% | -12.6% | -12.7% |
| 30D | -19.0% | -2.6% | -16.4% | -18.7% |
| 3M | -8.6% | -7.8% | -0.8% | -7.2% |
| 6M | -10.2% | -7.0% | -3.1% | -9.2% |
| YTD | +11.3% | -8.5% | +19.9% | +12.6% |
| 1Y | +24.3% | -1.3% | +25.6% | +22.5% |
| 3Y | +382.3% | +105.0% | +277.3% | +286.0% |
| 5Y | +640.6% | +292.9% | +347.7% | +287.3% |
| All | +640.6% | +303.5% | +337.1% | +287.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling