+225.4%
BA vs HYG
+153.5%
+71.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +1.2% | -0.2% | +1.3% | +1.5% |
| 30D | -11.6% | +0.1% | -11.7% | -11.8% |
| 3M | -2.4% | +0.7% | -3.0% | -3.2% |
| 6M | -6.6% | +1.5% | -8.1% | -8.3% |
| YTD | -2.2% | +2.2% | -4.4% | -5.1% |
| 1Y | -8.0% | +3.9% | -11.9% | -12.9% |
| 3Y | -5.0% | +26.0% | -31.0% | -32.9% |
| 5Y | -2.7% | +19.2% | -21.9% | -23.3% |
| 10Y | +75.9% | +54.8% | +21.1% | +7.4% |
| All | +225.4% | +153.5% | +71.8% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling