-32.5%
BAH vs ES
+29.7%
-62.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | +2.0% | -2.0% | +4.0% | +2.2% |
| 3M | -7.6% | +1.7% | -9.3% | -7.7% |
| 6M | -5.7% | -3.5% | -2.1% | -5.4% |
| YTD | -11.7% | +7.9% | -19.6% | -12.4% |
| 1Y | -27.4% | +17.2% | -44.5% | -28.6% |
| All | -32.5% | +29.7% | -62.2% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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