+102.5%
HIG vs COO
-27.8%
+130.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.2% | +6.9% | +1.8% |
| 7D | -0.5% | -9.0% | +8.5% | +1.2% |
| 30D | -2.8% | -16.8% | +14.0% | +0.4% |
| 3M | +6.3% | -7.5% | +13.8% | +7.7% |
| 6M | -0.1% | -16.3% | +16.2% | +2.6% |
| YTD | +0.4% | -22.5% | +23.0% | +4.5% |
| 1Y | +6.2% | -7.0% | +13.2% | +6.8% |
| All | +102.5% | -27.8% | +130.3% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling