-44.5%
KHC vs HIG
+299.1%
-343.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -4.6% | -0.7% | -3.9% | -4.4% |
| 30D | +8.1% | +5.4% | +2.7% | +6.7% |
| 3M | 0.0% | -0.9% | +1.0% | +0.2% |
| 6M | +7.9% | +4.8% | +3.1% | +6.5% |
| YTD | +5.3% | +0.9% | +4.4% | +4.7% |
| 1Y | +5.1% | +6.5% | -1.3% | +3.0% |
| 3Y | -12.8% | +95.7% | -108.5% | -27.3% |
| 5Y | -16.2% | +107.1% | -123.3% | -31.9% |
| 10Y | -52.3% | +262.6% | -314.9% | -66.8% |
| All | -44.5% | +299.1% | -343.5% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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