+72.9%
BAC vs HIG
+122.5%
-49.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.8% |
| 7D | +1.2% | -1.1% | +2.2% | +1.8% |
| 30D | -0.7% | -4.9% | +4.2% | +2.4% |
| 3M | +16.9% | +6.8% | +10.1% | +11.4% |
| 6M | +29.6% | -1.7% | +31.3% | +30.0% |
| YTD | +15.3% | -0.2% | +15.5% | +14.3% |
| 1Y | +28.8% | +5.7% | +23.1% | +22.4% |
| 3Y | +136.4% | +100.3% | +36.1% | +36.4% |
| 5Y | +72.9% | +118.5% | -45.6% | -9.7% |
| All | +72.9% | +122.5% | -49.6% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling