-10.5%
COMP vs HIG
+109.1%
-119.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +3.0% |
| 7D | +2.2% | -0.7% | +2.9% | +2.4% |
| 30D | +16.3% | +5.4% | +11.0% | +12.1% |
| 3M | -19.1% | -0.9% | -18.2% | -18.8% |
| 6M | +17.1% | +4.8% | +12.3% | +12.0% |
| YTD | -2.9% | +0.9% | -3.8% | -4.9% |
| 1Y | +8.8% | +6.5% | +2.3% | +2.1% |
| 3Y | +423.5% | +95.7% | +327.7% | +179.4% |
| 5Y | -10.5% | +107.1% | -117.6% | -55.4% |
| All | -10.5% | +109.1% | -119.5% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling