+351.1%
BAX vs HIG
+1,002.1%
-651.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | -1.1% | +0.3% | -1.5% | -1.2% |
| 30D | -5.5% | -3.2% | -2.2% | -5.1% |
| 3M | +33.5% | +9.1% | +24.4% | +32.0% |
| 6M | +35.9% | -1.8% | +37.6% | +36.1% |
| YTD | +35.4% | +1.8% | +33.6% | +35.0% |
| 1Y | +9.8% | +4.6% | +5.2% | +9.1% |
| 3Y | -32.7% | +101.6% | -134.4% | -38.4% |
| 5Y | -65.6% | +124.5% | -190.0% | -68.9% |
| 10Y | -34.9% | +317.8% | -352.7% | -46.6% |
| All | +351.1% | +1,002.1% | -651.0% | +102.3% |
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