-12.6%
KHC vs HST
+77.0%
-89.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +1.1% | -2.7% | +3.8% | +1.6% |
| 30D | +12.0% | +10.7% | +1.3% | +9.8% |
| 3M | +0.2% | +6.3% | -6.1% | -1.1% |
| 6M | +10.3% | +19.0% | -8.6% | +6.8% |
| YTD | +6.7% | +47.0% | -40.3% | -0.8% |
| 1Y | +10.9% | +53.4% | -42.6% | +2.0% |
| 3Y | -12.6% | +78.0% | -90.6% | -22.2% |
| All | -12.6% | +77.0% | -89.7% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling