+165.6%
MDLZ vs HLT
+803.9%
-638.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +2.3% | +0.7% | +1.6% | +2.2% |
| 30D | +7.9% | +13.7% | -5.8% | +5.2% |
| 3M | +7.3% | +16.3% | -9.1% | +4.0% |
| 6M | +11.7% | +19.9% | -8.2% | +7.5% |
| YTD | +28.7% | +30.1% | -1.3% | +21.6% |
| 1Y | +22.8% | +38.5% | -15.7% | +14.4% |
| 3Y | +6.6% | +131.0% | -124.5% | -11.9% |
| 5Y | +23.2% | +163.7% | -140.5% | -3.0% |
| 10Y | +108.7% | +697.4% | -588.7% | +15.3% |
| All | +165.6% | +803.9% | -638.3% | +40.6% |
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