-44.0%
KHC vs HRB
+164.4%
-208.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -3.3% | -7.8% | +4.5% | -1.9% |
| 30D | +9.1% | +15.7% | -6.6% | +6.4% |
| 3M | +1.4% | -5.5% | +6.9% | +2.2% |
| 6M | +8.4% | +41.1% | -32.8% | +1.6% |
| YTD | +6.2% | +20.4% | -14.2% | +1.5% |
| 1Y | +5.7% | +15.2% | -9.6% | +1.7% |
| 3Y | -12.0% | +24.3% | -36.4% | -17.4% |
| 5Y | -15.3% | +144.7% | -160.0% | -31.3% |
| 10Y | -51.8% | +227.8% | -279.6% | -65.4% |
| All | -44.0% | +164.4% | -208.4% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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