+454.2%
MDLZ vs HAL
+147.6%
+306.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.7% | +2.9% | -4.7% | -2.1% |
| 30D | -2.1% | +17.0% | -19.1% | -4.0% |
| 3M | +1.3% | -9.7% | +11.0% | +2.3% |
| 6M | +6.2% | +8.6% | -2.4% | +4.8% |
| YTD | +15.8% | +33.0% | -17.2% | +11.4% |
| 1Y | +4.1% | +68.3% | -64.2% | -2.8% |
| 3Y | -4.1% | +0.1% | -4.2% | -6.2% |
| 5Y | +13.4% | +102.6% | -89.3% | -1.3% |
| 10Y | +75.7% | +3.8% | +71.9% | +51.7% |
| All | +454.2% | +147.6% | +306.6% | +291.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling