+81.6%
KO vs HPE
+339.6%
-258.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.2% | +6.6% | +0.3% |
| 7D | -1.1% | +1.4% | -2.5% | -1.1% |
| 30D | +1.6% | +1.5% | 0.0% | +1.6% |
| 3M | +5.8% | +21.7% | -16.0% | +5.8% |
| 6M | +14.3% | +164.2% | -149.9% | +11.5% |
| YTD | +27.3% | +132.1% | -104.7% | +24.7% |
| 1Y | +33.2% | +130.6% | -97.5% | +30.3% |
| 3Y | +64.5% | +244.1% | -179.6% | +53.2% |
| All | +81.6% | +339.6% | -258.0% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling