+90.0%
MDLZ vs HAS
+101.4%
-11.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +1.7% | -0.2% | +1.8% | +1.7% |
| 30D | +11.2% | +31.0% | -19.8% | +5.8% |
| 3M | +6.1% | +30.7% | -24.5% | +1.0% |
| 6M | +8.6% | +23.9% | -15.4% | +3.9% |
| YTD | +25.8% | +48.3% | -22.5% | +16.1% |
| 1Y | +21.7% | +60.2% | -38.6% | +10.5% |
| 3Y | +5.8% | +189.2% | -183.4% | -16.4% |
| 5Y | +21.4% | +50.4% | -29.0% | +8.6% |
| All | +90.0% | +101.4% | -11.3% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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