+508.6%
MDLZ vs HST
+369.6%
+139.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -1.0% | -1.3% | +0.3% | -0.8% |
| 30D | +7.9% | +13.4% | -5.4% | +5.7% |
| 3M | +8.9% | +16.7% | -7.8% | +6.1% |
| 6M | +10.5% | +24.0% | -13.5% | +6.4% |
| YTD | +27.1% | +54.0% | -26.8% | +18.0% |
| 1Y | +20.9% | +55.0% | -34.1% | +12.1% |
| 3Y | +5.5% | +89.3% | -83.8% | -6.4% |
| 5Y | +22.2% | +85.4% | -63.2% | +7.0% |
| 10Y | +106.1% | +137.1% | -31.0% | +64.9% |
| All | +508.6% | +369.6% | +139.0% | +283.9% |
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