+118.1%
COF vs HIG
+101.1%
+17.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -5.1% | -1.5% | -3.7% | -4.4% |
| 30D | -6.0% | -0.4% | -5.7% | -5.9% |
| 3M | +14.8% | +6.7% | +8.2% | +10.0% |
| 6M | +15.3% | +2.0% | +13.4% | +13.4% |
| YTD | -13.0% | +0.3% | -13.3% | -13.7% |
| 1Y | -5.7% | +4.2% | -9.9% | -8.7% |
| 3Y | +118.1% | +102.2% | +15.9% | +66.0% |
| All | +118.1% | +101.1% | +17.0% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling