+23.0%
MDLZ vs HAL
+58.8%
-35.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +1.3% |
| 7D | +2.3% | +6.1% | -3.8% | +2.0% |
| 30D | +7.9% | +2.9% | +5.0% | +7.7% |
| 3M | +7.3% | +3.3% | +3.9% | +7.0% |
| 6M | +11.7% | -16.9% | +28.6% | +12.6% |
| YTD | +28.7% | +21.2% | +7.6% | +27.3% |
| 1Y | +22.8% | +27.5% | -4.8% | +21.0% |
| 3Y | +6.6% | -6.4% | +13.0% | +6.2% |
| All | +23.0% | +58.8% | -35.8% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling