+725.8%
HL vs KHC
-41.6%
+767.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +1.5% | -1.8% | +3.2% | +2.1% |
| 30D | +25.1% | -1.9% | +26.9% | +25.8% |
| 3M | +22.9% | +14.4% | +8.5% | +16.2% |
| 6M | -4.9% | +8.7% | -13.6% | -8.8% |
| YTD | +7.8% | +7.8% | +0.1% | +3.6% |
| 1Y | +133.9% | -1.5% | +135.4% | +130.8% |
| 3Y | +380.9% | -9.9% | +390.8% | +380.4% |
| 5Y | +230.2% | -10.7% | +240.9% | +227.8% |
| 10Y | +265.6% | -55.7% | +321.3% | +321.5% |
| All | +725.8% | -41.6% | +767.4% | +766.7% |
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