-43.0%
KHC vs HLT
+468.7%
-511.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | -2.2% | -2.4% | +0.2% | -1.8% |
| 30D | -0.1% | -4.1% | +4.0% | +0.5% |
| 3M | +8.3% | -10.6% | +18.9% | +10.2% |
| 6M | +5.0% | +2.0% | +2.9% | +4.3% |
| YTD | +8.0% | +6.1% | +1.9% | +6.5% |
| 1Y | -1.1% | +9.8% | -10.9% | -3.2% |
| 3Y | -10.7% | +99.0% | -109.7% | -21.6% |
| 5Y | -13.5% | +151.5% | -165.0% | -29.0% |
| 10Y | -55.4% | +561.1% | -616.5% | -73.1% |
| All | -43.0% | +468.7% | -511.7% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling