+21.4%
MDLZ vs HST
+83.0%
-61.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -0.4% | +3.6% | -4.0% | -0.9% |
| 30D | +8.2% | +9.9% | -1.7% | +6.7% |
| 3M | +8.0% | +12.9% | -4.9% | +6.1% |
| 6M | +9.7% | +22.9% | -13.1% | +6.4% |
| YTD | +26.9% | +52.4% | -25.5% | +19.0% |
| 1Y | +20.9% | +52.5% | -31.6% | +13.3% |
| 3Y | +5.3% | +87.4% | -82.1% | -5.3% |
| 5Y | +21.4% | +82.9% | -61.6% | +12.0% |
| All | +21.4% | +83.0% | -61.7% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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