-31.9%
BAH vs BTG
+99.9%
-131.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | +0.1% |
| 7D | -1.3% | +2.4% | -3.7% | -1.4% |
| 30D | -6.6% | +9.5% | -16.1% | -7.1% |
| 3M | -7.2% | +38.5% | -45.7% | -8.7% |
| 6M | -10.0% | +5.6% | -15.6% | -10.7% |
| YTD | -12.5% | +23.9% | -36.4% | -14.1% |
| 1Y | -27.9% | +32.1% | -60.0% | -29.7% |
| All | -31.9% | +99.9% | -131.8% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 3y: compounded portfolio wealth divided by compounded BTG 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…
3y analysis · Full analysis span regression · 6 months rolling