+3.2%
MDLZ vs HIG
+6.8%
-3.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | 0.0% | -0.5% | +0.4% | +0.1% |
| 30D | +1.4% | -2.8% | +4.3% | +2.3% |
| 3M | 0.0% | +6.3% | -6.3% | -1.2% |
| 6M | +9.1% | -0.1% | +9.2% | +8.6% |
| YTD | +17.9% | +0.4% | +17.5% | +17.1% |
| 1Y | +3.2% | +6.2% | -3.0% | +2.2% |
| All | +3.2% | +6.8% | -3.6% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling