-36.9%
BAX vs HIG
+314.4%
-351.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | -5.1% | -0.5% | -4.6% | -5.0% |
| 30D | -12.2% | -2.8% | -9.3% | -11.5% |
| 3M | +21.8% | +6.3% | +15.5% | +19.9% |
| 6M | +36.3% | -0.1% | +36.4% | +36.2% |
| YTD | +27.8% | +0.4% | +27.4% | +27.6% |
| 1Y | -0.1% | +6.2% | -6.3% | -1.6% |
| 3Y | -33.3% | +101.6% | -134.9% | -43.1% |
| 5Y | -67.1% | +119.8% | -186.9% | -72.5% |
| 10Y | -36.9% | +311.7% | -348.7% | -48.6% |
| All | -36.9% | +314.4% | -351.3% | -48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling