-2.8%
HAL vs KHC
-42.6%
+39.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -7.9% | -2.0% | -5.8% | -7.2% |
| 30D | -2.1% | +9.7% | -11.7% | -6.2% |
| 3M | +0.4% | -2.0% | +2.4% | +0.6% |
| 6M | -19.2% | +5.4% | -24.7% | -22.4% |
| YTD | +14.4% | +5.9% | +8.5% | +8.8% |
| 1Y | +18.0% | +7.5% | +10.5% | +11.3% |
| 3Y | -9.7% | -12.4% | +2.7% | -8.7% |
| 5Y | +40.1% | -15.8% | +56.0% | +41.3% |
| 10Y | -19.1% | -54.1% | +35.0% | -18.6% |
| All | -2.8% | -42.6% | +39.8% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling