-34.1%
CORZ vs HIG
+6.8%
-40.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.6% | +7.5% | +8.9% |
| 7D | +1.7% | -0.5% | +2.2% | +1.5% |
| 30D | -17.5% | +4.5% | -21.9% | -12.9% |
| 3M | -39.5% | -5.5% | -34.0% | -42.3% |
| 6M | -44.5% | +3.1% | -47.6% | -41.6% |
| YTD | -12.6% | -0.8% | -11.8% | -10.2% |
| All | -34.1% | +6.8% | -40.8% | -28.8% |
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