-27.3%
BAH vs INDA
+17.0%
-44.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -2.6% | +3.1% | -5.6% | -2.5% |
| 30D | +20.4% | +9.1% | +11.2% | +20.7% |
| 3M | +11.9% | +3.2% | +8.6% | +11.9% |
| 6M | +17.1% | +8.5% | +8.6% | +17.4% |
| YTD | +5.5% | -4.6% | +10.2% | +6.0% |
| 1Y | +5.6% | -5.5% | +11.1% | +6.1% |
| All | -27.3% | +17.0% | -44.4% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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