+13.0%
HAL vs KHC
-41.6%
+54.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | +2.9% | -1.8% | +4.7% | +3.7% |
| 30D | +17.0% | -1.9% | +18.9% | +17.7% |
| 3M | -9.7% | +14.4% | -24.0% | -15.6% |
| 6M | +8.6% | +8.7% | -0.1% | +3.0% |
| YTD | +33.0% | +7.8% | +25.2% | +26.2% |
| 1Y | +68.3% | -1.5% | +69.8% | +65.8% |
| 3Y | +0.1% | -9.9% | +10.0% | +0.2% |
| 5Y | +102.6% | -10.7% | +113.4% | +99.2% |
| 10Y | +3.8% | -55.7% | +59.5% | +6.7% |
| All | +13.0% | -41.6% | +54.6% | +2.1% |
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