+8.1%
BAH vs FIVE
+19.0%
-11.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | +18.0% | +17.4% | +0.6% | +16.5% |
| 3M | +11.4% | +7.0% | +4.4% | +10.6% |
| 6M | +17.7% | +20.5% | -2.8% | +15.5% |
| YTD | +5.4% | +33.1% | -27.8% | +2.4% |
| 1Y | +2.8% | +67.1% | -64.3% | -1.8% |
| 3Y | -26.7% | +41.9% | -68.6% | -29.6% |
| 5Y | +8.1% | +21.1% | -13.0% | +3.5% |
| All | +8.1% | +19.0% | -11.0% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling