+1,683.6%
BE vs BAH
-26.0%
+1,709.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.6% | +10.3% | +12.2% |
| 7D | -1.2% | -1.5% | +0.3% | -1.4% |
| 30D | -30.9% | +17.3% | -48.1% | -28.5% |
| 3M | -11.6% | +14.9% | -26.5% | -8.4% |
| 6M | -25.7% | +14.2% | -40.0% | -20.8% |
| YTD | +123.1% | +5.1% | +118.0% | +138.5% |
| 1Y | +43.4% | +2.1% | +41.3% | +53.4% |
| 3Y | +1,683.6% | -26.0% | +1,709.6% | +1,733.6% |
| All | +1,683.6% | -26.0% | +1,709.6% | +1,733.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling