-41.3%
CORZ vs HIG
+12.7%
-54.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +2.4% | -12.8% | -7.7% |
| 7D | -14.9% | +6.2% | -21.1% | -8.7% |
| 30D | -23.1% | +9.4% | -32.6% | -14.8% |
| 3M | -44.1% | -2.3% | -41.7% | -44.7% |
| 6M | -39.5% | +4.2% | -43.7% | -35.3% |
| YTD | -12.4% | +1.6% | -13.9% | -7.6% |
| 1Y | -41.3% | +9.9% | -51.2% | -32.8% |
| All | -41.3% | +12.7% | -54.1% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling