+952.0%
HIG vs COO
+6,936.1%
-5,984.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | -0.1% | -2.1% | +1.9% | +0.7% |
| 30D | +4.4% | +13.9% | -9.6% | -0.9% |
| 3M | 0.0% | -18.9% | +19.0% | +7.5% |
| 6M | +3.8% | +3.7% | +0.1% | +0.8% |
| YTD | +0.7% | -24.1% | +24.8% | +10.1% |
| 1Y | +5.0% | -14.2% | +19.2% | +9.1% |
| 3Y | +95.3% | -24.5% | +119.8% | +104.9% |
| 5Y | +110.8% | -40.4% | +151.2% | +137.3% |
| 10Y | +261.9% | +40.5% | +221.4% | +185.5% |
| All | +952.0% | +6,936.1% | -5,984.1% | +193.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling