-11.5%
BA vs HIG
+6.8%
-18.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | -9.5% | +4.5% | -13.9% | -9.7% |
| 3M | -26.5% | -5.5% | -21.0% | -26.2% |
| 6M | -27.4% | +3.1% | -30.5% | -27.7% |
| YTD | -20.6% | -0.8% | -19.8% | -19.2% |
| All | -11.5% | +6.8% | -18.3% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling