+44.6%
COP vs HIG
+5.1%
+39.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | +3.0% | +0.3% | +2.7% | +3.0% |
| 30D | +17.5% | -3.2% | +20.7% | +17.9% |
| 3M | +13.4% | +9.1% | +4.2% | +12.3% |
| 6M | +17.7% | -1.8% | +19.5% | +18.5% |
| YTD | +46.6% | +1.8% | +44.8% | +45.7% |
| 1Y | +44.6% | +4.6% | +40.0% | +44.8% |
| All | +44.6% | +5.1% | +39.5% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling