+2.5%
BAH vs BTG
+75.0%
-72.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.9% | +7.7% | +5.0% |
| 7D | +2.4% | -5.5% | +7.9% | +2.8% |
| 30D | -2.9% | +6.1% | -9.1% | -3.4% |
| 3M | -1.3% | +38.6% | -40.0% | -3.5% |
| 6M | -0.9% | +0.7% | -1.6% | -1.5% |
| YTD | -8.2% | +20.3% | -28.6% | -10.2% |
| 1Y | -24.0% | +25.0% | -49.0% | -26.0% |
| 3Y | -28.1% | +97.3% | -125.4% | -32.9% |
| 5Y | +2.5% | +78.3% | -75.8% | -3.4% |
| All | +2.5% | +75.0% | -72.5% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling