-4.6%
MDLZ vs HLT
+99.5%
-104.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | 0.0% | -1.5% | +1.4% | +0.1% |
| 30D | +1.4% | -1.2% | +2.7% | +1.6% |
| 3M | 0.0% | -10.3% | +10.4% | +1.1% |
| 6M | +9.1% | +1.3% | +7.9% | +8.8% |
| YTD | +17.9% | +7.0% | +10.9% | +16.7% |
| 1Y | +3.2% | +11.9% | -8.6% | +1.5% |
| All | -4.6% | +99.5% | -104.1% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling