+883.7%
BAH vs BR
+1,004.2%
-120.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | +0.1% |
| 7D | -3.2% | -5.3% | +2.0% | -0.9% |
| 30D | +2.0% | +6.4% | -4.4% | -0.9% |
| 3M | -7.6% | +13.6% | -21.3% | -12.9% |
| 6M | -5.7% | -6.7% | +1.0% | -3.3% |
| YTD | -11.7% | -21.1% | +9.4% | -2.8% |
| 1Y | -27.4% | -29.6% | +2.2% | -16.0% |
| 3Y | -32.5% | -2.4% | -30.2% | -33.6% |
| 5Y | -3.3% | +11.2% | -14.6% | -12.8% |
| 10Y | +186.0% | +191.8% | -5.8% | +51.8% |
| All | +883.7% | +1,004.2% | -120.5% | +156.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling