+43.2%
KO vs HPE
+113.0%
-69.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.7% | +6.7% | +0.4% |
| 7D | +4.4% | -17.0% | +21.4% | +2.4% |
| 30D | +10.7% | -26.7% | +37.5% | +7.4% |
| 3M | +11.3% | -4.1% | +15.5% | +11.3% |
| 6M | +24.0% | +75.4% | -51.4% | +29.8% |
| YTD | +39.7% | +111.0% | -71.3% | +47.7% |
| 1Y | +43.2% | +116.4% | -73.2% | +51.8% |
| All | +43.2% | +113.0% | -69.8% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 1y: compounded portfolio wealth divided by compounded HPE 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…
1y analysis · Full analysis span regression · 6 months rolling