+246.5%
BBY vs HIG
+313.7%
-67.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +0.6% | -1.5% | +2.0% | +1.2% |
| 30D | +9.4% | -0.4% | +9.7% | +9.6% |
| 3M | +19.3% | +6.7% | +12.7% | +15.8% |
| 6M | +47.9% | +2.0% | +46.0% | +45.7% |
| YTD | +39.6% | +0.3% | +39.3% | +38.5% |
| 1Y | +22.2% | +4.2% | +18.0% | +19.0% |
| 3Y | +45.0% | +102.2% | -57.3% | +4.8% |
| 5Y | +2.6% | +118.5% | -115.9% | -28.8% |
| All | +246.5% | +313.7% | -67.1% | +85.0% |
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 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