+2.8%
BAH vs STLA
-61.0%
+63.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.5% |
| 7D | -1.6% | -11.6% | +10.0% | -1.1% |
| 30D | +18.0% | -6.2% | +24.2% | +18.2% |
| 3M | +11.4% | -24.6% | +36.0% | +11.9% |
| 6M | +17.7% | -44.9% | +62.6% | +17.5% |
| YTD | +5.4% | -62.3% | +67.6% | +7.7% |
| 1Y | +2.8% | -61.8% | +64.6% | +3.9% |
| All | +2.8% | -61.0% | +63.8% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling