-46.5%
COMP vs HIG
+126.9%
-173.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.0% | +5.3% |
| 7D | +14.5% | -0.5% | +15.0% | +14.9% |
| 30D | +14.9% | +4.5% | +10.5% | +11.8% |
| 3M | -14.2% | -5.5% | -8.8% | -11.1% |
| 6M | +23.7% | +3.1% | +20.7% | +20.1% |
| YTD | +2.1% | -0.8% | +2.9% | +1.4% |
| 1Y | +26.2% | +6.1% | +20.1% | +19.5% |
| 3Y | +470.9% | +94.1% | +376.8% | +229.7% |
| 5Y | -14.0% | +106.4% | -120.5% | -53.7% |
| All | -46.5% | +126.9% | -173.3% | -71.7% |
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