-27.4%
BAH vs EVRG
+103.1%
-130.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.6% | +2.5% | -4.1% | -1.9% |
| 30D | +18.0% | +8.4% | +9.6% | +16.7% |
| 3M | +11.4% | +8.6% | +2.8% | +10.2% |
| 6M | +17.7% | +7.7% | +10.0% | +16.7% |
| YTD | +5.4% | +25.0% | -19.6% | +2.7% |
| 1Y | +2.8% | +18.7% | -16.0% | +0.9% |
| All | -27.4% | +103.1% | -130.5% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling