+81.7%
MDLZ vs HLT
+590.2%
-508.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.9% | -1.6% | +3.5% | +2.2% |
| 30D | +0.4% | -5.0% | +5.4% | +1.3% |
| 3M | -0.6% | -10.4% | +9.8% | +1.1% |
| 6M | +14.7% | +3.2% | +11.5% | +13.8% |
| YTD | +18.0% | +6.7% | +11.2% | +16.2% |
| 1Y | +4.1% | +10.3% | -6.1% | +1.9% |
| 3Y | -4.6% | +99.3% | -103.9% | -17.0% |
| 5Y | +18.4% | +143.7% | -125.3% | -2.6% |
| All | +81.7% | +590.2% | -508.5% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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