-43.1%
KHC vs HST
+73.1%
-116.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.8% | -1.0% | -0.7% | -1.6% |
| 30D | -1.9% | -12.3% | +10.4% | +0.7% |
| 3M | +14.4% | -6.4% | +20.8% | +15.9% |
| 6M | +8.7% | +15.0% | -6.3% | +5.5% |
| YTD | +7.8% | +30.5% | -22.7% | +1.8% |
| 1Y | -1.5% | +35.7% | -37.2% | -7.9% |
| 3Y | -9.9% | +68.4% | -78.2% | -20.4% |
| 5Y | -10.7% | +73.1% | -83.9% | -23.8% |
| 10Y | -55.7% | +92.7% | -148.4% | -65.6% |
| All | -43.1% | +73.1% | -116.2% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling