+158.5%
KO vs HUT
+455.5%
-297.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.0% | +0.3% |
| 7D | +0.4% | +28.3% | -27.8% | +0.2% |
| 30D | +1.5% | +12.3% | -10.8% | +1.4% |
| 3M | +11.8% | -16.8% | +28.6% | +11.9% |
| 6M | +16.2% | +111.4% | -95.1% | +15.2% |
| YTD | +28.1% | +116.6% | -88.5% | +26.7% |
| 1Y | +34.8% | +290.5% | -255.7% | +32.2% |
| 3Y | +65.5% | +792.3% | -726.8% | +57.8% |
| 5Y | +81.6% | +94.1% | -12.6% | +73.9% |
| All | +158.5% | +455.5% | -297.0% | +125.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling