+180.9%
COR vs HIG
+117.6%
+63.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -3.9% | -0.5% | -3.4% | -3.7% |
| 30D | -0.3% | -2.8% | +2.5% | +0.6% |
| 3M | +15.9% | +6.3% | +9.5% | +13.5% |
| 6M | -10.3% | -0.1% | -10.2% | -10.3% |
| YTD | -3.7% | +0.4% | -4.1% | -4.1% |
| 1Y | +9.1% | +6.2% | +2.8% | +6.5% |
| 3Y | +86.6% | +101.6% | -15.1% | +42.6% |
| 5Y | +180.9% | +119.8% | +61.1% | +102.1% |
| All | +180.9% | +117.6% | +63.3% | +102.1% |
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