-17.4%
HAL vs KHC
-51.7%
+34.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | +2.6% | -3.3% | +5.9% | +4.0% |
| 30D | -0.1% | +9.1% | -9.2% | -4.1% |
| 3M | -1.1% | +1.4% | -2.5% | -2.3% |
| 6M | -20.7% | +8.4% | -29.1% | -24.7% |
| YTD | +17.5% | +6.2% | +11.3% | +11.6% |
| 1Y | +24.1% | +5.7% | +18.4% | +18.0% |
| 3Y | -8.4% | -12.0% | +3.6% | -7.5% |
| 5Y | +53.2% | -15.3% | +68.6% | +54.0% |
| All | -17.4% | -51.7% | +34.3% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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