+420.1%
CORZ vs HIG
+68.5%
+351.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +8.4% | +0.3% | +8.1% | +8.3% |
| 30D | -17.8% | -3.2% | -14.6% | -17.7% |
| 3M | -35.9% | +9.1% | -45.0% | -36.7% |
| 6M | +12.9% | -1.8% | +14.7% | +13.7% |
| YTD | +22.9% | +1.8% | +21.1% | +22.3% |
| 1Y | +31.4% | +4.6% | +26.8% | +29.3% |
| All | +420.1% | +68.5% | +351.6% | +296.1% |
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