+162.9%
BA vs HYG
+148.8%
+14.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | +0.1% |
| 7D | -1.1% | -0.4% | -0.7% | -0.5% |
| 30D | -7.1% | +0.7% | -7.8% | -8.2% |
| 3M | -25.5% | -2.1% | -23.4% | -23.0% |
| 6M | -28.7% | -0.8% | -27.9% | -27.7% |
| YTD | -21.0% | +0.3% | -21.3% | -21.0% |
| 1Y | -11.9% | +1.8% | -13.6% | -13.9% |
| 3Y | -16.2% | +24.1% | -40.3% | -39.4% |
| 5Y | -22.4% | +17.7% | -40.1% | -37.7% |
| 10Y | +24.5% | +56.8% | -32.2% | -24.4% |
| All | +162.9% | +148.8% | +14.1% | -5.1% |
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