+883.7%
BAH vs ES
+288.5%
+595.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | +2.0% | -2.0% | +4.0% | +2.6% |
| 3M | -7.6% | +1.7% | -9.3% | -8.2% |
| 6M | -5.7% | -3.5% | -2.1% | -4.9% |
| YTD | -11.7% | +7.9% | -19.6% | -14.5% |
| 1Y | -27.4% | +17.2% | -44.5% | -32.0% |
| 3Y | -32.5% | +29.3% | -61.8% | -40.6% |
| 5Y | -3.3% | -5.7% | +2.4% | -4.6% |
| 10Y | +186.0% | +85.2% | +100.8% | +116.1% |
| All | +883.7% | +288.5% | +595.2% | +368.6% |
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 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