-1.1%
KHC vs HST
+36.9%
-38.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.2% | +2.0% | -4.2% | -2.4% |
| 30D | -0.1% | -5.2% | +5.2% | +0.6% |
| 3M | +8.3% | -6.2% | +14.6% | +9.6% |
| 6M | +5.0% | +20.4% | -15.5% | +5.1% |
| YTD | +8.0% | +30.6% | -22.6% | +7.4% |
| 1Y | -1.1% | +37.4% | -38.5% | +0.2% |
| All | -1.1% | +36.9% | -38.0% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling