+107.6%
MDLZ vs HAS
+97.5%
+10.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.6% |
| 7D | +2.3% | +1.4% | +0.9% | +2.0% |
| 30D | +7.9% | +26.3% | -18.3% | +3.4% |
| 3M | +7.3% | +25.6% | -18.3% | +2.7% |
| 6M | +11.7% | +30.3% | -18.6% | +5.9% |
| YTD | +28.7% | +50.4% | -21.6% | +18.4% |
| 1Y | +22.8% | +57.7% | -34.9% | +11.9% |
| 3Y | +6.6% | +213.4% | -206.8% | -17.2% |
| 5Y | +23.2% | +49.1% | -25.9% | +10.5% |
| All | +107.6% | +97.5% | +10.0% | +67.4% |
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