+621.7%
HPE vs KHC
-46.4%
+668.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.3% |
| 7D | -0.6% | -1.8% | +1.2% | -0.2% |
| 30D | -2.3% | -1.9% | -0.4% | -2.0% |
| 3M | -2.9% | +14.4% | -17.3% | -8.0% |
| 6M | +143.6% | +8.7% | +134.8% | +133.3% |
| YTD | +118.5% | +7.8% | +110.7% | +109.6% |
| 1Y | +129.2% | -1.5% | +130.7% | +126.0% |
| 3Y | +212.5% | -9.9% | +222.4% | +208.4% |
| 5Y | +286.9% | -10.7% | +297.6% | +276.5% |
| 10Y | +432.3% | -55.7% | +488.0% | +486.1% |
| All | +621.7% | -46.4% | +668.1% | +579.7% |
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