+361.4%
BAX vs HIG
+997.5%
-636.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.2% |
| 7D | +3.6% | +2.1% | +1.5% | +3.4% |
| 30D | +8.5% | +6.7% | +1.8% | +7.6% |
| 3M | -4.9% | -1.9% | -2.9% | -4.7% |
| 6M | +47.0% | +5.3% | +41.7% | +45.9% |
| YTD | +38.4% | +1.3% | +37.1% | +38.1% |
| 1Y | +49.1% | +7.2% | +41.9% | +47.8% |
| 3Y | -14.9% | +96.6% | -111.5% | -21.8% |
| 5Y | -63.1% | +110.0% | -173.1% | -66.5% |
| 10Y | -35.6% | +268.4% | -304.0% | -46.4% |
| All | +361.4% | +997.5% | -636.2% | +107.0% |
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