+140.3%
MDLZ vs HLT
+637.7%
-497.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +1.0% |
| 7D | 0.0% | -2.4% | +2.4% | +0.5% |
| 30D | -1.6% | -4.1% | +2.5% | -0.8% |
| 3M | +0.9% | -10.6% | +11.5% | +3.0% |
| 6M | +7.3% | +2.0% | +5.3% | +6.6% |
| YTD | +16.4% | +6.1% | +10.3% | +14.5% |
| 1Y | +3.0% | +9.8% | -6.9% | +0.4% |
| 3Y | -3.7% | +99.0% | -102.7% | -18.1% |
| 5Y | +15.6% | +151.5% | -135.9% | -8.6% |
| 10Y | +79.0% | +561.1% | -482.1% | +2.4% |
| All | +140.3% | +637.7% | -497.4% | +32.4% |
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