+79.0%
MDLZ vs HAL
+1.7%
+77.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | 0.0% | +0.5% | -0.4% | 0.0% |
| 30D | -1.6% | +15.9% | -17.5% | -3.1% |
| 3M | +0.9% | -8.7% | +9.6% | +1.7% |
| 6M | +7.3% | +9.0% | -1.7% | +6.0% |
| YTD | +16.4% | +32.0% | -15.6% | +12.6% |
| 1Y | +3.0% | +72.5% | -69.5% | -3.6% |
| 3Y | -3.7% | -4.5% | +0.8% | -4.8% |
| 5Y | +15.6% | +109.7% | -94.1% | +0.2% |
| 10Y | +79.0% | +1.2% | +77.8% | +41.9% |
| All | +79.0% | +1.7% | +77.3% | +41.9% |
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