+119.2%
HIG vs BAH
+1.2%
+118.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.8% | -4.6% | -0.3% |
| 7D | -2.3% | +2.4% | -4.7% | -2.5% |
| 30D | -1.2% | -2.9% | +1.7% | -1.0% |
| 3M | +6.3% | -1.3% | +7.6% | +6.1% |
| 6M | +0.6% | -0.9% | +1.5% | +0.2% |
| YTD | +0.6% | -8.2% | +8.8% | +0.5% |
| 1Y | +6.1% | -24.0% | +30.1% | +8.4% |
| 3Y | +102.0% | -28.1% | +130.1% | +97.3% |
| 5Y | +119.2% | +2.5% | +116.7% | +100.5% |
| All | +119.2% | +1.2% | +118.0% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling