+536.8%
BAC vs HIG
+992.6%
-455.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.9% | -0.7% | -1.2% | -1.6% |
| 30D | -7.2% | +5.4% | -12.5% | -9.4% |
| 3M | -20.4% | -0.9% | -19.5% | -20.3% |
| 6M | +1.3% | +4.8% | -3.5% | -1.5% |
| YTD | -6.4% | +0.9% | -7.3% | -7.5% |
| 1Y | -3.5% | +6.5% | -10.0% | -7.0% |
| 3Y | +96.7% | +95.7% | +1.0% | +43.1% |
| 5Y | +20.6% | +107.1% | -86.5% | -14.2% |
| 10Y | +233.0% | +262.6% | -29.6% | +80.8% |
| All | +536.8% | +992.6% | -455.8% | +42.4% |
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