+177.9%
KO vs HBM
+622.7%
-444.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.5% | +7.8% | +0.7% |
| 7D | -1.1% | -3.7% | +2.6% | -0.9% |
| 30D | +1.6% | -3.7% | +5.2% | +1.7% |
| 3M | +5.8% | +8.0% | -2.3% | +5.0% |
| 6M | +14.3% | +15.8% | -1.5% | +12.6% |
| YTD | +27.3% | +34.4% | -7.1% | +24.1% |
| 1Y | +33.2% | +98.2% | -65.0% | +26.6% |
| 3Y | +64.5% | +476.6% | -412.1% | +43.0% |
| 5Y | +83.1% | +331.1% | -248.0% | +59.0% |
| All | +177.9% | +622.7% | -444.8% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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