+92.2%
MDLZ vs HAL
-18.5%
+110.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +0.1% | -7.9% | +8.0% | +0.9% |
| 30D | +10.0% | -2.1% | +12.0% | +10.1% |
| 3M | +7.1% | +0.4% | +6.6% | +6.8% |
| 6M | +9.8% | -19.2% | +29.1% | +11.9% |
| YTD | +26.6% | +14.4% | +12.3% | +24.1% |
| 1Y | +20.3% | +18.0% | +2.4% | +17.5% |
| 3Y | +5.4% | -9.7% | +15.1% | +4.6% |
| 5Y | +22.2% | +40.1% | -17.9% | +11.7% |
| 10Y | +92.2% | -19.1% | +111.3% | +62.3% |
| All | +92.2% | -18.5% | +110.7% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 10y: compounded portfolio wealth divided by compounded HAL 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…
10y analysis · Full analysis span regression · 6 months rolling