-66.4%
BAX vs HIG
+116.2%
-182.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -2.9% |
| 7D | -2.4% | -1.1% | -1.4% | -2.0% |
| 30D | -9.7% | -4.9% | -4.8% | -7.8% |
| 3M | +29.3% | +6.8% | +22.5% | +25.5% |
| 6M | +40.7% | -1.7% | +42.3% | +41.3% |
| YTD | +30.3% | -0.2% | +30.5% | +30.0% |
| 1Y | +3.4% | +5.7% | -2.3% | +0.8% |
| 3Y | -32.0% | +100.3% | -132.3% | -48.5% |
| All | -66.4% | +116.2% | -182.6% | -75.8% |
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