+95.9%
BAC vs BAH
-26.6%
+122.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +1.5% | -2.6% | +4.1% | +1.6% |
| 30D | -6.4% | +20.4% | -26.8% | -7.3% |
| 3M | -21.7% | +11.9% | -33.5% | -22.2% |
| 6M | +0.5% | +17.1% | -16.6% | -0.6% |
| YTD | -6.7% | +5.5% | -12.2% | -7.4% |
| 1Y | -4.7% | +5.6% | -10.3% | -5.4% |
| All | +95.9% | -26.6% | +122.6% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling