+2,748.7%
COP vs HIG
+992.6%
+1,756.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +0.7% | -0.7% | +1.3% | +0.8% |
| 30D | +0.2% | +5.4% | -5.2% | -1.0% |
| 3M | +10.2% | -0.9% | +11.1% | +10.3% |
| 6M | +20.1% | +4.8% | +15.3% | +18.6% |
| YTD | +50.5% | +0.9% | +49.6% | +49.6% |
| 1Y | +56.8% | +6.5% | +50.3% | +54.0% |
| 3Y | +30.3% | +95.7% | -65.5% | +12.1% |
| 5Y | +126.8% | +107.1% | +19.7% | +93.1% |
| 10Y | +325.0% | +262.6% | +62.3% | +223.2% |
| All | +2,748.7% | +992.6% | +1,756.1% | +1,326.3% |
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