+454.2%
MDLZ vs HST
+298.1%
+156.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -1.7% | -1.0% | -0.7% | -1.6% |
| 30D | -2.1% | -12.3% | +10.1% | -0.1% |
| 3M | +1.3% | -6.4% | +7.7% | +2.3% |
| 6M | +6.2% | +15.0% | -8.8% | +3.6% |
| YTD | +15.8% | +30.5% | -14.7% | +10.5% |
| 1Y | +4.1% | +35.7% | -31.6% | -1.4% |
| 3Y | -4.1% | +68.4% | -72.5% | -13.3% |
| 5Y | +13.4% | +73.1% | -59.8% | +0.3% |
| 10Y | +75.7% | +92.7% | -17.0% | +45.5% |
| All | +454.2% | +298.1% | +156.1% | +259.5% |
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