-15.3%
KHC vs HST
+83.0%
-98.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -3.3% | +3.6% | -6.9% | -3.8% |
| 30D | +9.1% | +9.9% | -0.8% | +7.6% |
| 3M | +1.4% | +12.9% | -11.5% | -0.4% |
| 6M | +8.4% | +22.9% | -14.5% | +5.3% |
| YTD | +6.2% | +52.4% | -46.2% | +0.1% |
| 1Y | +5.7% | +52.5% | -46.9% | -0.5% |
| 3Y | -12.0% | +87.4% | -99.5% | -19.9% |
| 5Y | -15.3% | +82.9% | -98.3% | -20.9% |
| All | -15.3% | +83.0% | -98.4% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling