+816.8%
BA vs HIG
+1,002.1%
-185.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | +1.2% | +0.3% | +0.8% | +1.1% |
| 30D | -11.6% | -3.2% | -8.4% | -11.0% |
| 3M | -2.4% | +9.1% | -11.5% | -4.4% |
| 6M | -6.6% | -1.8% | -4.8% | -6.5% |
| YTD | -2.2% | +1.8% | -4.0% | -2.9% |
| 1Y | -8.0% | +4.6% | -12.6% | -9.3% |
| 3Y | -5.0% | +101.6% | -106.6% | -19.4% |
| 5Y | -2.7% | +124.5% | -127.2% | -19.1% |
| 10Y | +75.9% | +317.8% | -241.9% | +30.4% |
| All | +816.8% | +1,002.1% | -185.2% | +262.4% |
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