-55.6%
KHC vs HDB
+34.4%
-90.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | -4.8% | -4.9% | +0.1% | -4.0% |
| 30D | +0.3% | -5.8% | +6.1% | +1.3% |
| 3M | +6.7% | -5.2% | +11.9% | +7.3% |
| 6M | +4.2% | -25.7% | +29.9% | +8.9% |
| YTD | +6.7% | -39.6% | +46.3% | +15.6% |
| 1Y | -1.4% | -36.9% | +35.5% | +5.8% |
| 3Y | -11.8% | -29.7% | +18.0% | -8.0% |
| 5Y | -13.4% | -37.8% | +24.4% | -8.6% |
| All | -55.6% | +34.4% | -90.0% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling