+902.9%
BAH vs FIVE
+868.1%
+34.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.6% |
| 6M | -5.7% | +14.4% | -20.0% | -7.6% |
| YTD | -11.7% | +33.9% | -45.6% | -15.1% |
| 1Y | -27.4% | +65.1% | -92.4% | -31.9% |
| 3Y | -32.5% | +49.0% | -81.5% | -37.8% |
| 5Y | -3.3% | +30.3% | -33.6% | -11.3% |
| 10Y | +186.0% | +481.1% | -295.1% | +112.4% |
| All | +902.9% | +868.1% | +34.7% | +578.5% |
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 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