-25.0%
BAH vs FIGR
+1.6%
-26.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -4.1% | +8.9% | +4.8% |
| 7D | +2.4% | +1.0% | +1.4% | +2.4% |
| 30D | -2.9% | +31.4% | -34.3% | -3.0% |
| 3M | -1.3% | +30.3% | -31.6% | -1.5% |
| 6M | -0.9% | -7.6% | +6.7% | -0.4% |
| YTD | -8.2% | -10.5% | +2.2% | -7.2% |
| All | -25.0% | +1.6% | -26.5% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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