+4,235.9%
KO vs HST
+1,330.6%
+2,905.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.8% | -1.0% | -0.7% | -1.6% |
| 30D | +1.4% | -12.3% | +13.7% | +3.3% |
| 3M | +15.4% | -6.4% | +21.7% | +16.4% |
| 6M | +14.3% | +15.0% | -0.7% | +11.8% |
| YTD | +27.7% | +30.5% | -2.8% | +22.5% |
| 1Y | +32.7% | +35.7% | -3.0% | +26.5% |
| 3Y | +62.2% | +68.4% | -6.2% | +48.2% |
| 5Y | +80.0% | +73.1% | +6.9% | +61.4% |
| 10Y | +175.6% | +92.7% | +82.9% | +134.7% |
| All | +4,235.9% | +1,330.6% | +2,905.3% | +2,447.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling