+336.7%
COP vs HIG
+261.7%
+75.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.3% |
| 7D | +4.4% | +2.6% | +1.8% | +2.9% |
| 30D | 0.0% | +4.2% | -4.2% | -2.7% |
| 3M | +15.0% | +0.2% | +14.8% | +14.3% |
| 6M | +22.0% | +4.6% | +17.4% | +17.6% |
| YTD | +55.3% | +1.1% | +54.2% | +51.9% |
| 1Y | +64.1% | +4.7% | +59.4% | +56.8% |
| 3Y | +34.1% | +95.5% | -61.4% | -14.9% |
| 5Y | +133.4% | +111.7% | +21.7% | +39.1% |
| All | +336.7% | +261.7% | +75.0% | +74.9% |
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