+187.8%
BAH vs EVRG
+112.9%
+74.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.6% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | -6.6% | -0.2% | -6.4% | -6.6% |
| 3M | -7.2% | -0.5% | -6.7% | -7.0% |
| 6M | -10.0% | +0.2% | -10.2% | -10.2% |
| YTD | -12.5% | +14.9% | -27.3% | -17.1% |
| 1Y | -27.9% | +18.2% | -46.1% | -32.5% |
| 3Y | -31.4% | +70.2% | -101.6% | -44.7% |
| 5Y | -3.2% | +45.3% | -48.6% | -17.6% |
| All | +187.8% | +112.9% | +74.9% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 10y: compounded portfolio wealth divided by compounded EVRG 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…
10y analysis · Full analysis span regression · 6 months rolling