+6.5%
BAH vs REPL
-35.3%
+41.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | +0.2% |
| 7D | -2.6% | +9.8% | -12.4% | -2.6% |
| 30D | +20.4% | +81.5% | -61.1% | +20.1% |
| 3M | +11.9% | +44.2% | -32.4% | +11.6% |
| 6M | +17.1% | +437.4% | -420.3% | +15.9% |
| YTD | +5.5% | +126.1% | -120.6% | +5.0% |
| 1Y | +5.6% | +143.1% | -137.5% | +5.0% |
| 3Y | -26.5% | +97.8% | -124.4% | -30.5% |
| 5Y | +6.5% | -34.3% | +40.7% | +11.4% |
| All | +6.5% | -35.3% | +41.7% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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