-10.0%
BA vs HYG
+3.2%
-13.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | +1.1% |
| 7D | -2.7% | -0.7% | -2.0% | +0.3% |
| 30D | -12.2% | -0.6% | -11.6% | -10.1% |
| 3M | -2.0% | +0.4% | -2.4% | -3.3% |
| 6M | -6.0% | +1.2% | -7.2% | -9.4% |
| YTD | -5.7% | +1.5% | -7.2% | -9.7% |
| 1Y | -10.0% | +3.2% | -13.2% | -17.6% |
| All | -10.0% | +3.2% | -13.2% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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