+534.8%
BAC vs HIG
+990.4%
-455.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.5% | -0.1% | +1.6% | +1.6% |
| 30D | -6.4% | +4.4% | -10.7% | -8.3% |
| 3M | -21.7% | 0.0% | -21.7% | -21.9% |
| 6M | +0.5% | +3.8% | -3.3% | -1.8% |
| YTD | -6.7% | +0.7% | -7.4% | -7.7% |
| 1Y | -4.7% | +5.0% | -9.7% | -7.6% |
| 3Y | +96.1% | +95.3% | +0.7% | +42.8% |
| 5Y | +21.7% | +110.8% | -89.1% | -14.1% |
| 10Y | +232.0% | +261.9% | -29.9% | +80.4% |
| All | +534.8% | +990.4% | -455.6% | +42.0% |
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