+261.2%
HL vs KHC
-54.5%
+315.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | -5.6% | -2.5% | -3.1% | -4.8% |
| 30D | +12.7% | +0.5% | +12.2% | +12.5% |
| 3M | +42.5% | +3.0% | +39.5% | +40.0% |
| 6M | -9.0% | +6.6% | -15.6% | -12.0% |
| YTD | +4.4% | +5.8% | -1.4% | +0.9% |
| 1Y | +82.7% | -2.2% | +84.9% | +80.7% |
| 3Y | +406.3% | -12.5% | +418.8% | +411.3% |
| 5Y | +238.2% | -13.6% | +251.7% | +239.8% |
| All | +261.2% | -54.5% | +315.7% | +307.4% |
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