+6.4%
BAH vs EXPD
+53.8%
-47.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +2.3% |
| 7D | +5.8% | +0.3% | +5.5% | +5.6% |
| 30D | +28.7% | +1.8% | +26.9% | +27.9% |
| 3M | +20.9% | +8.9% | +12.0% | +17.9% |
| 6M | +15.2% | +42.2% | -27.1% | +4.2% |
| YTD | +7.1% | +33.4% | -26.3% | -3.7% |
| 1Y | +6.4% | +47.2% | -40.8% | -8.6% |
| All | +6.4% | +53.8% | -47.4% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling