+22.2%
MDLZ vs HAL
+41.5%
-19.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +1.7% | -12.0% | +13.6% | +2.2% |
| 30D | +11.2% | +0.3% | +10.9% | +11.1% |
| 3M | +6.1% | -1.6% | +7.7% | +6.1% |
| 6M | +8.6% | -20.5% | +29.0% | +9.6% |
| YTD | +25.8% | +14.2% | +11.6% | +24.7% |
| 1Y | +21.7% | +18.9% | +2.8% | +20.4% |
| 3Y | +5.8% | -13.7% | +19.5% | +5.9% |
| All | +22.2% | +41.5% | -19.3% | +17.6% |
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