+112.8%
HL vs KHC
-13.3%
+126.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.4% | -2.3% |
| 7D | -11.1% | +2.0% | -13.2% | -11.4% |
| 30D | -12.1% | +10.6% | -22.7% | -13.7% |
| 3M | -26.1% | +0.5% | -26.6% | -26.2% |
| 6M | -37.7% | +12.1% | -49.8% | -39.6% |
| YTD | -31.7% | +8.9% | -40.6% | -33.5% |
| 1Y | -11.6% | +7.5% | -19.1% | -13.7% |
| 3Y | +249.6% | -10.7% | +260.4% | +250.7% |
| All | +112.8% | -13.3% | +126.1% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling