-13.4%
KHC vs HBM
+392.2%
-405.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.2% |
| 7D | -4.8% | +5.5% | -10.3% | -4.8% |
| 30D | +0.3% | +3.3% | -3.0% | +0.2% |
| 3M | +6.7% | +12.7% | -5.9% | +6.5% |
| 6M | +4.2% | +28.2% | -24.0% | +3.4% |
| YTD | +6.7% | +45.3% | -38.6% | +5.7% |
| 1Y | -1.4% | +121.7% | -123.1% | -3.4% |
| 3Y | -11.8% | +523.5% | -535.3% | -16.8% |
| 5Y | -13.4% | +393.9% | -407.3% | -17.4% |
| All | -13.4% | +392.2% | -405.6% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 5y: compounded portfolio wealth divided by compounded HBM 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…
5y analysis · Full analysis span regression · 6 months rolling