+81.7%
KO vs HST
+75.9%
+5.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | +0.8% | -2.8% | +3.6% | +1.1% |
| 3M | +8.3% | -6.5% | +14.8% | +9.0% |
| 6M | +14.0% | +20.7% | -6.7% | +11.7% |
| YTD | +26.9% | +30.5% | -3.5% | +23.2% |
| 1Y | +32.7% | +36.8% | -4.1% | +28.0% |
| 3Y | +63.9% | +65.9% | -1.9% | +53.0% |
| 5Y | +81.7% | +73.9% | +7.8% | +68.7% |
| All | +81.7% | +75.9% | +5.8% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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