+922.6%
BAH vs SNY
+139.3%
+783.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.9% |
| 7D | +2.4% | -3.6% | +6.1% | +3.6% |
| 30D | -2.9% | -1.9% | -1.0% | -2.4% |
| 3M | -1.3% | -2.0% | +0.6% | -0.7% |
| 6M | -0.9% | +2.5% | -3.4% | -1.7% |
| YTD | -8.2% | -7.0% | -1.3% | -6.5% |
| 1Y | -24.0% | -4.4% | -19.6% | -23.4% |
| 3Y | -28.1% | -8.4% | -19.7% | -28.0% |
| 5Y | +2.5% | +9.5% | -7.0% | -4.9% |
| 10Y | +205.5% | +64.3% | +141.2% | +144.5% |
| All | +922.6% | +139.3% | +783.3% | +614.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling