+389.6%
BE vs BAH
-26.7%
+416.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.8% |
| 7D | +23.9% | -1.3% | +25.3% | +23.2% |
| 30D | +27.8% | -6.6% | +34.5% | +24.4% |
| 3M | +3.7% | -7.2% | +10.9% | +9.0% |
| 6M | +78.0% | -10.0% | +87.9% | +87.0% |
| YTD | +209.9% | -12.5% | +222.4% | +226.4% |
| 1Y | +389.6% | -27.9% | +417.5% | +446.9% |
| All | +389.6% | -26.7% | +416.3% | +446.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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