-50.4%
COMP vs HIG
+131.8%
-182.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.2% | -9.6% | -8.8% |
| 7D | +7.2% | +2.1% | +5.1% | +5.6% |
| 30D | +6.4% | +6.7% | -0.3% | +1.9% |
| 3M | -19.4% | -1.9% | -17.5% | -18.6% |
| 6M | +14.6% | +5.3% | +9.2% | +9.6% |
| YTD | -5.5% | +1.3% | -6.8% | -7.5% |
| 1Y | +13.7% | +7.2% | +6.5% | +6.8% |
| 3Y | +409.7% | +96.6% | +313.1% | +192.0% |
| 5Y | -17.0% | +110.0% | -127.0% | -56.0% |
| All | -50.4% | +131.8% | -182.2% | -74.2% |
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 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