-49.3%
COMP vs HIG
+125.4%
-174.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.3% | +13.0% | +12.2% |
| 7D | +13.4% | +1.1% | +12.4% | +12.7% |
| 30D | +11.1% | +5.6% | +5.5% | +7.3% |
| 3M | -18.8% | -6.9% | -12.0% | -15.1% |
| 6M | +10.5% | +1.3% | +9.2% | +8.5% |
| YTD | -3.4% | -1.5% | -2.0% | -3.6% |
| 1Y | +19.7% | +6.6% | +13.1% | +12.8% |
| 3Y | +381.6% | +91.2% | +290.4% | +181.2% |
| 5Y | -17.6% | +106.1% | -123.7% | -55.5% |
| All | -49.3% | +125.4% | -174.7% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling