-28.4%
BAH vs SNY
-9.6%
-18.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +4.3% | -3.3% | +7.6% | +5.2% |
| 30D | -2.5% | -2.2% | -0.3% | -1.9% |
| 3M | -0.9% | -3.0% | +2.1% | -0.1% |
| 6M | +1.5% | +2.7% | -1.3% | +0.9% |
| YTD | -8.0% | -6.8% | -1.1% | -6.7% |
| 1Y | -24.7% | -5.3% | -19.5% | -24.3% |
| 3Y | -28.4% | -9.8% | -18.6% | -27.1% |
| All | -28.4% | -9.6% | -18.8% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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