+1,773.8%
HWM vs TKO
+1,094.1%
+679.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | -11.0% | +1.6% | -12.6% | -11.6% |
| 3M | +4.0% | -7.8% | +11.8% | +5.8% |
| 6M | -0.2% | -13.3% | +13.1% | +3.1% |
| YTD | +26.7% | -10.3% | +36.9% | +29.0% |
| 1Y | +44.7% | -0.6% | +45.3% | +42.7% |
| 3Y | +426.1% | +88.5% | +337.6% | +324.2% |
| 5Y | +738.5% | +284.7% | +453.8% | +432.1% |
| All | +1,773.8% | +1,094.1% | +679.7% | +759.6% |
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