+16.5%
MDLZ vs HUT
+71.6%
-55.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.2% | -6.5% | -0.3% |
| 7D | -1.7% | +17.8% | -19.5% | -1.7% |
| 30D | -2.1% | +0.8% | -3.0% | -2.1% |
| 3M | +1.3% | -26.8% | +28.1% | +1.5% |
| 6M | +6.2% | +72.6% | -66.4% | +5.5% |
| YTD | +15.8% | +103.6% | -87.8% | +14.8% |
| 1Y | +4.1% | +265.3% | -261.1% | +2.5% |
| 3Y | -4.1% | +689.4% | -693.5% | -8.2% |
| All | +16.5% | +71.6% | -55.1% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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