+1,053.3%
BAH vs ES
+286.4%
+766.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.6% | -3.5% |
| 7D | -3.5% | +1.9% | -5.4% | -4.1% |
| 30D | +24.3% | +7.1% | +17.2% | +21.6% |
| 3M | +16.3% | -1.9% | +18.3% | +16.9% |
| 6M | +13.6% | +4.4% | +9.2% | +11.8% |
| YTD | +3.5% | +7.3% | -3.8% | +0.4% |
| 1Y | +2.7% | +2.1% | +0.6% | +0.9% |
| 3Y | -26.6% | +41.8% | -68.4% | -37.4% |
| 5Y | +8.5% | +1.4% | +7.1% | +4.0% |
| 10Y | +225.1% | +86.8% | +138.3% | +144.8% |
| All | +1,053.3% | +286.4% | +766.9% | +450.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling