+502.4%
MDLZ vs HAL
+112.7%
+389.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +1.7% | -12.0% | +13.6% | +3.1% |
| 30D | +11.2% | +0.3% | +10.9% | +11.0% |
| 3M | +6.1% | -1.6% | +7.7% | +6.1% |
| 6M | +8.6% | -20.5% | +29.0% | +11.1% |
| YTD | +25.8% | +14.2% | +11.6% | +23.1% |
| 1Y | +21.7% | +18.9% | +2.8% | +18.4% |
| 3Y | +5.8% | -13.7% | +19.5% | +5.3% |
| 5Y | +21.4% | +42.2% | -20.8% | +10.6% |
| 10Y | +97.2% | -16.7% | +113.9% | +74.6% |
| All | +502.4% | +112.7% | +389.7% | +333.0% |
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