+883.7%
BAH vs SPY
+752.4%
+131.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | -3.2% | +0.1% | -3.4% | -3.3% |
| 30D | +2.0% | +0.1% | +2.0% | +2.0% |
| 3M | -7.6% | +2.0% | -9.6% | -9.0% |
| 6M | -5.7% | +13.0% | -18.7% | -13.5% |
| YTD | -11.7% | +13.5% | -25.3% | -19.3% |
| 1Y | -27.4% | +20.0% | -47.3% | -36.1% |
| 3Y | -32.5% | +77.2% | -109.7% | -55.4% |
| 5Y | -3.3% | +81.9% | -85.2% | -38.3% |
| 10Y | +186.0% | +314.1% | -128.1% | -5.5% |
| All | +883.7% | +752.4% | +131.3% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling