+179.3%
KO vs HLT
+590.2%
-410.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.2% | -1.6% | +1.9% | +0.6% |
| 30D | +1.8% | -5.0% | +6.8% | +2.8% |
| 3M | +7.7% | -10.4% | +18.1% | +9.9% |
| 6M | +15.3% | +3.2% | +12.0% | +14.1% |
| YTD | +28.0% | +6.7% | +21.2% | +25.7% |
| 1Y | +34.3% | +10.3% | +24.0% | +30.8% |
| 3Y | +63.8% | +99.3% | -35.5% | +38.5% |
| 5Y | +84.1% | +143.7% | -59.6% | +45.3% |
| All | +179.3% | +590.2% | -410.9% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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