-42.1%
KHC vs HAS
+131.2%
-173.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | +5.9% | 0.0% | +6.0% | +6.0% |
| 30D | +14.9% | +31.3% | -16.4% | +9.3% |
| 3M | 0.0% | +32.1% | -32.1% | -5.1% |
| 6M | +16.2% | +28.1% | -11.9% | +10.6% |
| YTD | +9.8% | +49.1% | -39.3% | +1.2% |
| 1Y | +12.1% | +60.5% | -48.5% | +1.8% |
| 3Y | -10.1% | +183.9% | -193.9% | -28.2% |
| 5Y | -13.9% | +51.2% | -65.1% | -23.0% |
| 10Y | -51.9% | +105.3% | -157.1% | -63.9% |
| All | -42.1% | +131.2% | -173.2% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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