-44.8%
COMP vs HIG
+132.8%
-177.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.3% |
| 7D | +1.4% | +0.3% | +1.1% | +1.2% |
| 30D | -13.3% | -3.2% | -10.1% | -11.6% |
| 3M | +41.1% | +9.1% | +32.0% | +31.8% |
| 6M | +17.2% | -1.8% | +19.0% | +17.7% |
| YTD | +5.2% | +1.8% | +3.4% | +2.8% |
| 1Y | +18.9% | +4.6% | +14.4% | +13.7% |
| 3Y | +215.9% | +101.6% | +114.3% | +77.6% |
| 5Y | -31.2% | +124.5% | -155.7% | -64.2% |
| All | -44.8% | +132.8% | -177.6% | -71.3% |
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