+563.1%
HPE vs MDLZ
+86.5%
+476.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | 0.0% | +12.5% | +12.5% |
| 7D | +19.4% | +1.9% | +17.5% | +18.7% |
| 30D | +5.6% | +0.4% | +5.2% | +5.4% |
| 3M | +33.1% | -0.6% | +33.7% | +32.4% |
| 6M | +192.5% | +14.7% | +177.7% | +173.5% |
| YTD | +160.9% | +18.0% | +142.9% | +140.0% |
| 1Y | +155.0% | +4.1% | +150.8% | +146.3% |
| 3Y | +289.4% | -4.6% | +294.0% | +279.7% |
| 5Y | +395.7% | +18.4% | +377.3% | +319.8% |
| All | +563.1% | +86.5% | +476.6% | +353.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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