-27.4%
BAH vs FIVE
+66.7%
-94.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.1% | -6.6% | -2.0% |
| 7D | -3.2% | +4.3% | -7.5% | -3.7% |
| 30D | +2.0% | +12.5% | -10.5% | +0.6% |
| 3M | -7.6% | +31.2% | -38.9% | -10.4% |
| 6M | -5.7% | +14.4% | -20.0% | -7.9% |
| YTD | -11.7% | +33.9% | -45.6% | -16.4% |
| 1Y | -27.4% | +65.1% | -92.4% | -32.2% |
| All | -27.4% | +66.7% | -94.1% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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