+2.5%
BAH vs QSR
+40.6%
-38.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +5.0% |
| 7D | +2.4% | -4.7% | +7.1% | +3.6% |
| 30D | -2.9% | +4.3% | -7.3% | -4.0% |
| 3M | -1.3% | +5.4% | -6.8% | -2.7% |
| 6M | -0.9% | +8.2% | -9.0% | -3.0% |
| YTD | -8.2% | +14.1% | -22.4% | -11.2% |
| 1Y | -24.0% | +28.1% | -52.1% | -28.4% |
| 3Y | -28.1% | +25.3% | -53.4% | -32.7% |
| 5Y | +2.5% | +40.4% | -37.9% | -9.8% |
| All | +2.5% | +40.6% | -38.1% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling