+138.9%
MDLZ vs HLT
+653.9%
-515.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.7% | -3.3% | +1.6% | -1.1% |
| 30D | -2.1% | -4.1% | +2.0% | -1.3% |
| 3M | +1.3% | -7.9% | +9.3% | +2.9% |
| 6M | +6.2% | +2.2% | +4.0% | +5.4% |
| YTD | +15.8% | +8.5% | +7.3% | +13.4% |
| 1Y | +4.1% | +12.1% | -8.0% | +1.1% |
| 3Y | -4.1% | +107.6% | -111.7% | -19.2% |
| 5Y | +13.4% | +156.4% | -143.0% | -10.8% |
| 10Y | +75.7% | +566.3% | -490.6% | +0.6% |
| All | +138.9% | +653.9% | -515.0% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling