-55.6%
KHC vs HLT
+590.2%
-645.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.0% | -1.6% | +0.6% | -0.8% |
| 30D | +1.9% | -5.0% | +6.9% | +2.6% |
| 3M | +3.2% | -10.4% | +13.6% | +4.7% |
| 6M | +10.0% | +3.2% | +6.7% | +9.2% |
| YTD | +6.7% | +6.7% | 0.0% | +5.3% |
| 1Y | -0.9% | +10.3% | -11.2% | -2.7% |
| 3Y | -13.6% | +99.3% | -112.9% | -22.6% |
| 5Y | -12.8% | +143.7% | -156.5% | -25.9% |
| All | -55.6% | +590.2% | -645.8% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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