+122.7%
BAH vs NTR
+103.6%
+19.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.2% |
| 7D | -4.3% | +3.8% | -8.2% | -5.0% |
| 30D | -4.5% | +25.2% | -29.7% | -8.3% |
| 3M | -7.6% | +21.0% | -28.6% | -10.9% |
| 6M | -10.6% | +7.6% | -18.2% | -12.3% |
| YTD | -12.6% | +32.9% | -45.4% | -17.6% |
| 1Y | -27.0% | +43.1% | -70.0% | -32.3% |
| 3Y | -31.5% | +41.6% | -73.1% | -37.2% |
| 5Y | -3.8% | +54.8% | -58.6% | -16.7% |
| All | +122.7% | +103.6% | +19.1% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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