+951.2%
HIG vs MKC
+1,601.2%
-650.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -2.3% | -2.8% | +0.5% | -1.1% |
| 30D | -1.2% | -3.4% | +2.2% | +0.1% |
| 3M | +6.3% | +3.8% | +2.5% | +4.2% |
| 6M | +0.6% | -17.9% | +18.5% | +8.0% |
| YTD | +0.6% | -23.6% | +24.2% | +10.7% |
| 1Y | +6.1% | -23.1% | +29.2% | +16.0% |
| 3Y | +102.0% | -31.5% | +133.5% | +127.8% |
| 5Y | +119.2% | -33.1% | +152.3% | +143.8% |
| 10Y | +312.5% | +29.3% | +283.2% | +212.1% |
| All | +951.2% | +1,601.2% | -650.0% | +224.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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