-27.4%
BAH vs BURL
-9.5%
-17.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.5% |
| 7D | -3.2% | -2.8% | -0.5% | -3.2% |
| 30D | +2.0% | -28.2% | +30.2% | +2.4% |
| 3M | -7.6% | -17.6% | +10.0% | -7.2% |
| 6M | -5.7% | -11.8% | +6.1% | -5.6% |
| YTD | -11.7% | -8.1% | -3.6% | -11.6% |
| 1Y | -27.4% | -12.0% | -15.4% | -27.9% |
| All | -27.4% | -9.5% | -17.8% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling