+112.8%
HYG vs BAH
+878.1%
-765.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.2% | -1.3% | +1.2% | 0.0% |
| 30D | -0.1% | -6.6% | +6.5% | +0.5% |
| 3M | +0.7% | -7.2% | +7.8% | +1.2% |
| 6M | +1.5% | -10.0% | +11.5% | +2.2% |
| YTD | +1.9% | -12.5% | +14.4% | +2.5% |
| 1Y | +3.7% | -27.9% | +31.6% | +6.2% |
| 3Y | +26.5% | -31.4% | +57.9% | +28.1% |
| 5Y | +19.0% | -3.2% | +22.2% | +14.7% |
| 10Y | +56.5% | +191.5% | -135.0% | +32.6% |
| All | +112.8% | +878.1% | -765.3% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling