+338.5%
COP vs HIG
+313.7%
+24.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +2.3% | -1.5% | +3.8% | +3.1% |
| 30D | +8.6% | -0.4% | +9.0% | +8.7% |
| 3M | +19.9% | +6.7% | +13.2% | +15.0% |
| 6M | +19.0% | +2.0% | +17.1% | +16.5% |
| YTD | +50.0% | +0.3% | +49.7% | +47.9% |
| 1Y | +50.5% | +4.2% | +46.3% | +44.5% |
| 3Y | +25.2% | +102.2% | -77.0% | -22.0% |
| 5Y | +194.3% | +118.5% | +75.8% | +72.5% |
| All | +338.5% | +313.7% | +24.9% | +69.9% |
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