+1.2%
HAL vs KHC
-55.7%
+56.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +0.5% | -2.2% | +2.7% | +1.4% |
| 30D | +15.9% | -0.1% | +16.0% | +15.8% |
| 3M | -8.7% | +8.3% | -17.1% | -12.6% |
| 6M | +9.0% | +5.0% | +4.1% | +5.2% |
| YTD | +32.0% | +8.0% | +24.0% | +25.2% |
| 1Y | +72.5% | -1.1% | +73.6% | +69.6% |
| 3Y | -4.5% | -10.7% | +6.2% | -4.0% |
| 5Y | +109.7% | -13.5% | +123.2% | +109.8% |
| 10Y | +1.2% | -55.4% | +56.6% | -8.6% |
| All | +1.2% | -55.7% | +56.9% | -8.6% |
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