+155.8%
BAH vs INVH
+79.7%
+76.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -4.3% | -3.1% | -1.2% | -3.4% |
| 30D | -4.5% | -7.1% | +2.6% | -2.2% |
| 3M | -7.6% | -3.0% | -4.6% | -6.7% |
| 6M | -10.6% | +10.1% | -20.7% | -13.4% |
| YTD | -12.6% | +3.8% | -16.4% | -13.8% |
| 1Y | -27.0% | -2.1% | -24.9% | -26.8% |
| 3Y | -31.5% | -7.0% | -24.5% | -31.2% |
| 5Y | -3.8% | -20.6% | +16.8% | +0.5% |
| All | +155.8% | +79.7% | +76.1% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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