+16,872.4%
COST vs HIG
+980.5%
+15,891.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.3% |
| 7D | -3.2% | -1.1% | -2.1% | -3.0% |
| 30D | -4.0% | -4.9% | +0.9% | -3.3% |
| 3M | -6.5% | +6.8% | -13.3% | -7.4% |
| 6M | -8.5% | -1.7% | -6.8% | -8.4% |
| YTD | +6.0% | -0.2% | +6.2% | +5.9% |
| 1Y | -5.8% | +5.7% | -11.5% | -6.7% |
| 3Y | +71.8% | +100.3% | -28.5% | +54.8% |
| 5Y | +106.2% | +118.5% | -12.3% | +83.0% |
| 10Y | +602.0% | +309.7% | +292.3% | +450.6% |
| All | +16,872.4% | +980.5% | +15,891.9% | +6,186.7% |
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