+12,708.1%
COR vs HIG
+1,002.1%
+11,706.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | +4.5% | -3.2% | +7.7% | +5.0% |
| 3M | +22.7% | +9.1% | +13.5% | +21.2% |
| 6M | -9.7% | -1.8% | -8.0% | -9.5% |
| YTD | -1.4% | +1.8% | -3.2% | -1.8% |
| 1Y | +13.9% | +4.6% | +9.4% | +13.1% |
| 3Y | +94.0% | +101.6% | -7.7% | +75.4% |
| 5Y | +184.0% | +124.5% | +59.5% | +152.5% |
| 10Y | +406.8% | +317.8% | +89.0% | +308.9% |
| All | +12,708.1% | +1,002.1% | +11,706.1% | +6,910.1% |
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 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