+2,794.1%
COP vs HIG
+990.4%
+1,803.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | -0.6% | +4.4% | -4.9% | -1.6% |
| 3M | +10.8% | 0.0% | +10.7% | +10.6% |
| 6M | +19.6% | +3.8% | +15.8% | +18.3% |
| YTD | +52.9% | +0.7% | +52.2% | +52.0% |
| 1Y | +62.2% | +5.0% | +57.2% | +59.7% |
| 3Y | +32.4% | +95.3% | -63.0% | +14.0% |
| 5Y | +129.7% | +110.8% | +19.0% | +94.9% |
| 10Y | +331.8% | +261.9% | +69.9% | +228.5% |
| All | +2,794.1% | +990.4% | +1,803.8% | +1,349.7% |
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