+191.5%
KO vs HPE
+631.3%
-439.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.4% |
| 7D | -0.8% | +13.6% | -14.4% | -2.0% |
| 30D | +0.8% | +7.7% | -6.9% | -0.1% |
| 3M | +8.3% | +22.4% | -14.0% | +5.6% |
| 6M | +14.0% | +172.6% | -158.6% | -0.1% |
| YTD | +26.9% | +147.5% | -120.6% | +12.2% |
| 1Y | +32.7% | +151.8% | -119.1% | +16.6% |
| 3Y | +63.9% | +267.1% | -203.1% | +31.6% |
| 5Y | +81.7% | +362.8% | -281.0% | +36.8% |
| 10Y | +183.0% | +540.2% | -357.2% | +90.6% |
| All | +191.5% | +631.3% | -439.8% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling