+883.7%
BAH vs EVRG
+495.2%
+388.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -3.2% | +1.1% | -4.3% | -3.6% |
| 30D | +2.0% | -1.0% | +3.0% | +2.3% |
| 3M | -7.6% | +0.4% | -8.0% | -7.7% |
| 6M | -5.7% | -0.8% | -4.8% | -5.5% |
| YTD | -11.7% | +15.3% | -27.1% | -16.6% |
| 1Y | -27.4% | +17.9% | -45.3% | -32.1% |
| 3Y | -32.5% | +71.9% | -104.5% | -46.1% |
| 5Y | -3.3% | +45.3% | -48.6% | -18.1% |
| 10Y | +186.0% | +113.1% | +72.9% | +101.2% |
| All | +883.7% | +495.2% | +388.5% | +258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling