+193.3%
COP vs HIG
+117.6%
+75.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -0.5% | -0.5% | 0.0% | -0.3% |
| 30D | +11.7% | -2.8% | +14.5% | +13.1% |
| 3M | +17.7% | +6.3% | +11.3% | +13.9% |
| 6M | +18.3% | -0.1% | +18.4% | +17.5% |
| YTD | +49.1% | +0.4% | +48.6% | +47.3% |
| 1Y | +53.3% | +6.2% | +47.1% | +46.7% |
| 3Y | +22.2% | +101.6% | -79.5% | -21.6% |
| 5Y | +193.3% | +119.8% | +73.5% | +73.1% |
| All | +193.3% | +117.6% | +75.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling