+5.6%
BAH vs BURL
-13.7%
+19.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | -2.6% | +0.4% | -3.0% | -2.6% |
| 30D | +20.4% | -4.3% | +24.7% | +20.4% |
| 3M | +11.9% | -28.8% | +40.6% | +12.9% |
| 6M | +17.1% | -12.8% | +29.9% | +17.6% |
| YTD | +5.5% | -12.8% | +18.3% | +5.7% |
| 1Y | +5.6% | -12.3% | +17.9% | +5.4% |
| All | +5.6% | -13.7% | +19.3% | +5.4% |
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