-31.9%
BAH vs QSR
+25.9%
-57.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -1.3% | -2.4% | +1.0% | -0.8% |
| 30D | -6.6% | +5.7% | -12.3% | -7.9% |
| 3M | -7.2% | +6.9% | -14.1% | -8.6% |
| 6M | -10.0% | +6.9% | -16.9% | -11.5% |
| YTD | -12.5% | +14.9% | -27.4% | -15.1% |
| 1Y | -27.9% | +29.1% | -57.0% | -31.6% |
| All | -31.9% | +25.9% | -57.8% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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