-44.5%
KHC vs HBM
+182.4%
-227.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +2.9% | -0.5% |
| 7D | -1.1% | +2.4% | -3.5% | -1.3% |
| 30D | +8.8% | -16.0% | +24.8% | +9.7% |
| 3M | -1.2% | -21.3% | +20.1% | -0.2% |
| 6M | +4.6% | -12.2% | +16.9% | +4.5% |
| YTD | +5.1% | +10.7% | -5.5% | +3.0% |
| 1Y | +6.2% | +30.3% | -24.1% | +2.9% |
| 3Y | -12.9% | +432.2% | -445.1% | -24.8% |
| 5Y | -16.8% | +218.8% | -235.6% | -27.0% |
| 10Y | -52.4% | +281.4% | -333.8% | -63.4% |
| All | -44.5% | +182.4% | -227.0% | -59.6% |
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