+14.0%
KO vs HPE
+188.0%
-174.0%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -0.3% |
| 7D | -0.8% | +13.6% | -14.4% | +0.8% |
| 30D | +0.8% | +7.7% | -6.9% | +1.8% |
| 3M | +8.3% | +22.4% | -14.0% | +12.1% |
| 6M | +14.0% | +172.6% | -158.6% | +21.9% |
| All | +14.0% | +188.0% | -174.0% | +21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling