+649.0%
BA vs HIG
+967.2%
-318.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.0% |
| 7D | +1.1% | +1.1% | 0.0% | +0.8% |
| 30D | -7.9% | +5.6% | -13.5% | -9.0% |
| 3M | -25.3% | -6.9% | -18.4% | -24.2% |
| 6M | -24.6% | +1.3% | -25.9% | -25.0% |
| YTD | -20.1% | -1.5% | -18.7% | -20.2% |
| 1Y | -11.8% | +6.6% | -18.4% | -13.4% |
| 3Y | -10.1% | +91.2% | -101.3% | -22.9% |
| 5Y | -22.7% | +106.1% | -128.8% | -34.6% |
| 10Y | +35.1% | +283.7% | -248.6% | +1.8% |
| All | +649.0% | +967.2% | -318.2% | +198.1% |
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