-43.1%
KHC vs HBM
+252.8%
-296.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.6% |
| 7D | -1.8% | -6.4% | +4.6% | -1.4% |
| 30D | -1.9% | +5.9% | -7.8% | -2.3% |
| 3M | +14.4% | -8.9% | +23.3% | +14.5% |
| 6M | +8.7% | +10.7% | -1.9% | +7.2% |
| YTD | +7.8% | +38.3% | -30.5% | +4.5% |
| 1Y | -1.5% | +121.3% | -122.9% | -7.6% |
| 3Y | -9.9% | +450.6% | -460.4% | -22.0% |
| 5Y | -10.7% | +338.0% | -348.7% | -23.3% |
| 10Y | -55.7% | +578.6% | -634.3% | -67.0% |
| All | -43.1% | +252.8% | -296.0% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling