+502.4%
MDLZ vs HST
+348.5%
+153.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.7% | -2.7% | +4.4% | +2.1% |
| 30D | +11.2% | +10.7% | +0.5% | +9.3% |
| 3M | +6.1% | +6.3% | -0.1% | +5.0% |
| 6M | +8.6% | +19.0% | -10.4% | +5.3% |
| YTD | +25.8% | +47.0% | -21.2% | +17.7% |
| 1Y | +21.7% | +53.4% | -31.8% | +12.9% |
| 3Y | +5.8% | +78.0% | -72.2% | -5.2% |
| 5Y | +21.4% | +71.7% | -50.3% | +7.6% |
| 10Y | +97.2% | +146.2% | -49.0% | +56.8% |
| All | +502.4% | +348.5% | +153.9% | +282.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling