-13.6%
KHC vs HLT
+145.1%
-158.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.9% |
| 7D | -2.5% | -2.6% | +0.1% | -2.4% |
| 30D | +0.5% | -2.6% | +3.2% | +0.7% |
| 3M | +3.0% | -9.4% | +12.4% | +3.7% |
| 6M | +6.6% | +2.7% | +3.9% | +6.3% |
| YTD | +5.8% | +6.8% | -1.0% | +5.1% |
| 1Y | -2.2% | +12.4% | -14.6% | -3.3% |
| 3Y | -12.5% | +100.2% | -112.7% | -16.3% |
| 5Y | -13.6% | +143.7% | -157.3% | -19.1% |
| All | -13.6% | +145.1% | -158.7% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling