+18.0%
BAC vs BAH
+8.3%
+9.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.8% | -0.2% |
| 7D | -1.2% | -3.5% | +2.4% | -0.8% |
| 30D | -7.7% | +24.3% | -31.9% | -10.0% |
| 3M | -21.2% | +16.3% | -37.5% | -22.7% |
| 6M | -6.8% | +13.6% | -20.4% | -8.6% |
| YTD | -8.7% | +3.5% | -12.2% | -9.9% |
| 1Y | -5.3% | +2.7% | -8.0% | -6.6% |
| 3Y | +87.4% | -26.6% | +114.0% | +85.6% |
| All | +18.0% | +8.3% | +9.7% | +7.6% |
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