-31.5%
BAH vs USFR
+14.0%
-45.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -4.5% | +0.3% | -4.8% | -4.6% |
| 3M | -7.6% | +1.0% | -8.6% | -7.4% |
| 6M | -10.6% | +1.9% | -12.5% | -9.5% |
| YTD | -12.6% | +2.7% | -15.2% | -10.9% |
| 1Y | -27.0% | +4.0% | -31.0% | -24.5% |
| 3Y | -31.5% | +14.0% | -45.5% | -19.7% |
| All | -31.5% | +14.0% | -45.5% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling