+20.1%
COMP vs HIG
+12.7%
+7.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.4% | +5.4% | +6.8% |
| 7D | +9.5% | +6.2% | +3.3% | +7.2% |
| 30D | +8.1% | +9.4% | -1.4% | +5.3% |
| 3M | -16.3% | -2.3% | -14.0% | -16.5% |
| 6M | +42.2% | +4.2% | +38.1% | +38.7% |
| YTD | -5.0% | +1.6% | -6.6% | -6.5% |
| 1Y | +20.1% | +9.9% | +10.2% | +13.9% |
| All | +20.1% | +12.7% | +7.3% | +13.9% |
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