-3.2%
BAH vs BR
+7.6%
-10.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -1.3% | -5.0% | +3.7% | +0.5% |
| 30D | -6.6% | -2.5% | -4.2% | -5.8% |
| 3M | -7.2% | +13.5% | -20.6% | -11.3% |
| 6M | -10.0% | -9.4% | -0.6% | -7.8% |
| YTD | -12.5% | -23.3% | +10.8% | -5.8% |
| 1Y | -27.9% | -31.6% | +3.7% | -19.8% |
| 3Y | -31.4% | -5.1% | -26.3% | -31.3% |
| 5Y | -3.2% | +8.2% | -11.4% | -10.3% |
| All | -3.2% | +7.6% | -10.8% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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