+7.2%
BAH vs SM
+5.5%
+1.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +1.7% | +9.4% | -7.7% | +0.8% |
| 30D | +20.8% | -14.4% | +35.2% | +22.4% |
| 3M | +11.6% | +1.6% | +10.0% | +10.9% |
| 6M | +23.1% | +6.3% | +16.7% | +21.3% |
| YTD | +5.3% | +78.8% | -73.5% | -2.2% |
| 1Y | +6.1% | +83.1% | -77.0% | -1.6% |
| 3Y | -27.5% | -5.9% | -21.6% | -29.9% |
| All | +7.2% | +5.5% | +1.7% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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