+224.7%
HPE vs KHC
-9.8%
+234.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -3.2% |
| 7D | +7.9% | +2.0% | +5.8% | +8.4% |
| 30D | -23.5% | +10.6% | -34.1% | -21.8% |
| 3M | -19.1% | +0.5% | -19.6% | -18.2% |
| 6M | +51.4% | +12.1% | +39.3% | +53.9% |
| YTD | +103.4% | +8.9% | +94.5% | +107.2% |
| 1Y | +114.4% | +7.5% | +106.9% | +118.3% |
| 3Y | +224.7% | -10.7% | +235.4% | +226.4% |
| All | +224.7% | -9.8% | +234.5% | +226.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling