+9.0%
BAH vs SPY
+71.5%
-62.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.6% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | +17.3% | -3.3% | +20.6% | +18.8% |
| 3M | +14.9% | -2.4% | +17.3% | +15.8% |
| 6M | +14.2% | +2.6% | +11.7% | +12.6% |
| YTD | +5.1% | +11.2% | -6.1% | -0.2% |
| 1Y | +2.1% | +13.4% | -11.3% | -3.9% |
| 3Y | -26.0% | +79.9% | -105.9% | -45.0% |
| 5Y | +9.0% | +72.2% | -63.2% | -18.5% |
| All | +9.0% | +71.5% | -62.5% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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