+107.7%
COST vs HIG
+116.1%
-8.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.2% | -1.5% | +0.3% | -0.7% |
| 30D | -4.7% | -0.4% | -4.4% | -4.6% |
| 3M | -7.1% | +6.7% | -13.8% | -9.1% |
| 6M | -8.5% | +2.0% | -10.5% | -9.3% |
| YTD | +5.4% | +0.3% | +5.1% | +5.0% |
| 1Y | -5.6% | +4.2% | -9.8% | -7.3% |
| 3Y | +68.5% | +102.2% | -33.7% | +30.1% |
| All | +107.7% | +116.1% | -8.4% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling