+79.7%
COR vs HIG
+95.3%
-15.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | +5.8% | +4.4% | +1.5% | +4.5% |
| 3M | +11.4% | 0.0% | +11.4% | +11.3% |
| 6M | +34.5% | +3.8% | +30.7% | +32.9% |
| YTD | +4.1% | +0.7% | +3.4% | +3.5% |
| 1Y | -3.1% | +5.0% | -8.2% | -4.7% |
| All | +79.7% | +95.3% | -15.6% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling