-50.2%
COMP vs HIG
+130.3%
-180.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +8.9% | -0.1% | +9.0% | +8.7% |
| 30D | +14.0% | +4.4% | +9.6% | +10.8% |
| 3M | -21.1% | 0.0% | -21.2% | -21.3% |
| 6M | +20.1% | +3.8% | +16.3% | +16.0% |
| YTD | -5.0% | +0.7% | -5.7% | -6.7% |
| 1Y | +5.7% | +5.0% | +0.6% | +0.7% |
| 3Y | +412.2% | +95.3% | +316.9% | +194.7% |
| 5Y | -12.1% | +110.8% | -122.9% | -53.2% |
| All | -50.2% | +130.3% | -180.5% | -74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling