-3.2%
BAH vs INDA
+5.9%
-9.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -1.3% | -2.6% | +1.3% | -1.0% |
| 30D | -6.6% | -2.9% | -3.7% | -6.3% |
| 3M | -7.2% | +2.4% | -9.5% | -7.5% |
| 6M | -10.0% | -2.6% | -7.4% | -9.7% |
| YTD | -12.5% | -10.0% | -2.5% | -11.0% |
| 1Y | -27.9% | -7.7% | -20.2% | -27.1% |
| 3Y | -31.4% | +8.9% | -40.3% | -34.5% |
| 5Y | -3.2% | +6.0% | -9.2% | -9.3% |
| All | -3.2% | +5.9% | -9.1% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling