-3.2%
BAH vs BNS
+93.4%
-96.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -1.3% | -1.3% | 0.0% | -1.1% |
| 30D | -6.6% | +4.0% | -10.6% | -7.4% |
| 3M | -7.2% | +13.8% | -20.9% | -9.6% |
| 6M | -10.0% | +32.7% | -42.7% | -15.4% |
| YTD | -12.5% | +27.6% | -40.1% | -17.0% |
| 1Y | -27.9% | +47.4% | -75.3% | -34.0% |
| 3Y | -31.4% | +129.0% | -160.4% | -44.5% |
| 5Y | -3.2% | +92.7% | -95.9% | -21.2% |
| All | -3.2% | +93.4% | -96.6% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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