+4.1%
MDLZ vs HLT
+12.2%
-8.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.9% | -1.6% | +3.5% | +2.1% |
| 30D | +0.4% | -5.0% | +5.4% | +1.0% |
| 3M | -0.6% | -10.4% | +9.8% | +0.5% |
| 6M | +14.7% | +3.2% | +11.5% | +13.8% |
| YTD | +18.0% | +6.7% | +11.2% | +15.7% |
| 1Y | +4.1% | +10.3% | -6.1% | -0.5% |
| All | +4.1% | +12.2% | -8.1% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling