+452.6%
BAH vs USFR
+27.5%
+425.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | +2.0% | +0.3% | +1.7% | +1.9% |
| 3M | -7.6% | +1.0% | -8.6% | -7.9% |
| 6M | -5.7% | +1.9% | -7.6% | -6.2% |
| YTD | -11.7% | +2.6% | -14.3% | -12.4% |
| 1Y | -27.4% | +4.0% | -31.4% | -28.2% |
| 3Y | -32.5% | +14.1% | -46.6% | -35.2% |
| 5Y | -3.3% | +20.4% | -23.7% | -8.9% |
| 10Y | +186.0% | +28.0% | +158.0% | +164.1% |
| All | +452.6% | +27.5% | +425.1% | +427.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling