+1,097.0%
BAH vs FIVE
+862.5%
+234.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.8% |
| 3M | +11.4% | +7.0% | +4.4% | +10.4% |
| 6M | +17.7% | +20.5% | -2.8% | +14.6% |
| YTD | +5.4% | +33.1% | -27.8% | +1.2% |
| 1Y | +2.8% | +67.1% | -64.3% | -3.8% |
| 3Y | -26.7% | +41.9% | -68.6% | -32.0% |
| 5Y | +8.1% | +21.1% | -13.0% | +0.1% |
| 10Y | +202.5% | +518.8% | -316.3% | +123.4% |
| All | +1,097.0% | +862.5% | +234.4% | +709.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling