+17.6%
MDLZ vs HLT
+153.7%
-136.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.4% |
| 6M | +9.1% | +1.3% | +7.9% | +8.7% |
| YTD | +17.9% | +7.0% | +10.9% | +16.4% |
| 1Y | +3.2% | +11.9% | -8.6% | +1.1% |
| 3Y | -2.5% | +100.7% | -103.1% | -13.9% |
| 5Y | +17.6% | +147.5% | -130.0% | -0.1% |
| All | +17.6% | +153.7% | -136.1% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling