-23.1%
BA vs BAH
+12.6%
-35.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.7% |
| 7D | -0.1% | +6.0% | -6.1% | -1.0% |
| 30D | -9.1% | +31.1% | -40.2% | -13.1% |
| 3M | -28.2% | +25.2% | -53.3% | -30.8% |
| 6M | -23.1% | +18.9% | -42.0% | -25.6% |
| YTD | -20.6% | +8.3% | -28.9% | -22.3% |
| 1Y | -12.7% | +6.2% | -18.9% | -14.5% |
| 3Y | -11.6% | -22.8% | +11.2% | -13.4% |
| 5Y | -23.1% | +13.6% | -36.7% | -37.7% |
| All | -23.1% | +12.6% | -35.8% | -37.7% |
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