+6.5%
BAH vs TRU
-25.2%
+31.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -2.6% | -2.2% | -0.4% | -2.1% |
| 30D | +20.4% | +20.2% | +0.2% | +15.8% |
| 3M | +11.9% | +2.2% | +9.6% | +11.0% |
| 6M | +17.1% | +17.6% | -0.5% | +13.2% |
| YTD | +5.5% | -5.0% | +10.5% | +5.2% |
| 1Y | +5.6% | -1.0% | +6.6% | +4.6% |
| 3Y | -26.5% | +56.5% | -83.0% | -33.2% |
| 5Y | +6.5% | -26.2% | +32.7% | +9.1% |
| All | +6.5% | -25.2% | +31.7% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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