+8,791.7%
BBY vs HIG
+986.1%
+7,805.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +0.6% | -1.5% | +2.0% | +0.9% |
| 30D | +9.4% | -0.4% | +9.7% | +9.5% |
| 3M | +19.3% | +6.7% | +12.7% | +17.3% |
| 6M | +47.9% | +2.0% | +46.0% | +46.7% |
| YTD | +39.6% | +0.3% | +39.3% | +39.0% |
| 1Y | +22.2% | +4.2% | +18.0% | +20.4% |
| 3Y | +45.0% | +102.2% | -57.3% | +21.1% |
| 5Y | +2.6% | +118.5% | -115.9% | -16.1% |
| 10Y | +250.5% | +311.1% | -60.6% | +140.1% |
| All | +8,791.7% | +986.1% | +7,805.6% | +3,511.5% |
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