+106.1%
MDLZ vs HAL
-17.4%
+123.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.1% | -0.1% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +7.9% | +1.0% | +6.9% | +7.7% |
| 3M | +8.9% | -2.1% | +11.0% | +9.0% |
| 6M | +10.5% | -17.5% | +28.0% | +12.4% |
| YTD | +27.1% | +18.1% | +9.0% | +24.2% |
| 1Y | +20.9% | +19.7% | +1.2% | +17.9% |
| 3Y | +5.5% | -7.9% | +13.5% | +4.6% |
| 5Y | +22.2% | +53.1% | -30.8% | +10.4% |
| 10Y | +106.1% | -16.8% | +122.9% | +74.8% |
| All | +106.1% | -17.4% | +123.5% | +74.8% |
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