+34.5%
CORZ vs HIG
+5.4%
+29.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +2.8% |
| 7D | +16.6% | -1.1% | +17.6% | +15.3% |
| 30D | -10.9% | -4.9% | -5.9% | -14.9% |
| 3M | -31.0% | +6.8% | -37.8% | -26.2% |
| 6M | +26.0% | -1.7% | +27.7% | +26.1% |
| YTD | +28.6% | -0.2% | +28.9% | +32.1% |
| 1Y | +34.5% | +5.7% | +28.8% | +45.2% |
| All | +34.5% | +5.4% | +29.1% | +45.2% |
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