-44.0%
KHC vs HBM
+178.2%
-222.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +0.9% |
| 7D | -3.3% | +5.1% | -8.4% | -3.6% |
| 30D | +9.1% | -15.8% | +24.9% | +10.0% |
| 3M | +1.4% | -22.4% | +23.8% | +2.5% |
| 6M | +8.4% | -20.2% | +28.6% | +8.9% |
| YTD | +6.2% | +9.0% | -2.8% | +4.1% |
| 1Y | +5.7% | +27.4% | -21.7% | +2.5% |
| 3Y | -12.0% | +424.2% | -436.3% | -24.0% |
| 5Y | -15.3% | +196.1% | -211.5% | -25.4% |
| 10Y | -51.8% | +285.4% | -337.3% | -63.0% |
| All | -44.0% | +178.2% | -222.2% | -59.2% |
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