+301.7%
HIG vs BAH
+207.9%
+93.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.5% | +4.3% | -5.7% | -2.2% |
| 30D | -0.4% | -2.5% | +2.1% | 0.0% |
| 3M | +6.7% | -0.9% | +7.6% | +6.4% |
| 6M | +2.0% | +1.5% | +0.5% | +0.9% |
| YTD | +0.3% | -8.0% | +8.3% | +0.2% |
| 1Y | +4.2% | -24.7% | +28.9% | +8.3% |
| 3Y | +102.2% | -28.4% | +130.6% | +102.7% |
| 5Y | +118.5% | +2.8% | +115.7% | +94.0% |
| All | +301.7% | +207.9% | +93.8% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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