-28.5%
BAH vs FIGR
+6.3%
-34.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.4% | -1.0% |
| 7D | -4.3% | +13.5% | -17.9% | -4.4% |
| 30D | -4.5% | +33.7% | -38.2% | -4.5% |
| 3M | -7.6% | +37.3% | -45.0% | -7.8% |
| 6M | -10.6% | +25.5% | -36.1% | -11.5% |
| YTD | -12.6% | -6.3% | -6.3% | -11.6% |
| All | -28.5% | +6.3% | -34.8% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling