+230.8%
KO vs HLT
+641.9%
-411.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -1.1% | -2.6% | +1.5% | -0.6% |
| 30D | +1.6% | -2.6% | +4.2% | +2.1% |
| 3M | +5.8% | -9.4% | +15.2% | +7.6% |
| 6M | +14.3% | +2.7% | +11.6% | +13.3% |
| YTD | +27.3% | +6.8% | +20.6% | +25.1% |
| 1Y | +33.2% | +12.4% | +20.8% | +29.4% |
| 3Y | +64.5% | +100.2% | -35.7% | +40.1% |
| 5Y | +83.1% | +143.7% | -60.6% | +46.5% |
| 10Y | +183.9% | +584.9% | -400.9% | +81.6% |
| All | +230.8% | +641.9% | -411.1% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling