+22.6%
BAC vs BAH
+6.1%
+16.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +3.2% | +1.7% | +1.5% | +3.0% |
| 30D | -0.7% | +20.8% | -21.5% | -3.0% |
| 3M | -20.0% | +11.6% | -31.6% | -21.1% |
| 6M | +3.4% | +23.1% | -19.7% | +0.4% |
| YTD | -5.7% | +5.3% | -11.0% | -7.2% |
| 1Y | -1.4% | +6.1% | -7.6% | -3.2% |
| 3Y | +97.9% | -27.5% | +125.4% | +97.4% |
| All | +22.6% | +6.1% | +16.4% | +11.9% |
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 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