+156.9%
KO vs HUT
+405.9%
-248.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.9% | +0.4% |
| 7D | -1.1% | +2.8% | -4.0% | -1.1% |
| 30D | +1.6% | +2.1% | -0.5% | +1.5% |
| 3M | +5.8% | -14.3% | +20.0% | +5.8% |
| 6M | +14.3% | +84.2% | -69.9% | +13.3% |
| YTD | +27.3% | +97.2% | -69.9% | +26.0% |
| 1Y | +33.2% | +192.7% | -159.6% | +31.0% |
| 3Y | +64.5% | +712.6% | -648.1% | +56.9% |
| 5Y | +83.1% | +85.5% | -2.3% | +75.3% |
| All | +156.9% | +405.9% | -248.9% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 10y: compounded portfolio wealth divided by compounded HUT 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…
10y analysis · Full analysis span regression · 6 months rolling