+875.6%
BAH vs NTRS
+445.4%
+430.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -1.3% | +0.9% | -2.2% | -1.6% |
| 30D | -6.6% | -1.2% | -5.4% | -6.4% |
| 3M | -7.2% | +8.8% | -15.9% | -9.6% |
| 6M | -10.0% | +34.7% | -44.7% | -17.8% |
| YTD | -12.5% | +37.2% | -49.7% | -20.6% |
| 1Y | -27.9% | +46.3% | -74.2% | -35.9% |
| 3Y | -31.4% | +163.2% | -194.6% | -50.0% |
| 5Y | -3.2% | +86.9% | -90.2% | -23.7% |
| 10Y | +191.5% | +250.9% | -59.5% | +67.4% |
| All | +875.6% | +445.4% | +430.2% | +334.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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