+1,709.5%
BE vs BAH
-26.8%
+1,736.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.7% | -5.0% |
| 7D | +10.8% | +1.7% | +9.1% | +11.2% |
| 30D | -19.8% | +20.8% | -40.6% | -16.5% |
| 3M | -18.7% | +11.6% | -30.3% | -16.2% |
| 6M | -33.7% | +23.1% | -56.8% | -29.4% |
| YTD | +121.0% | +5.3% | +115.7% | +136.2% |
| 1Y | +85.4% | +6.1% | +79.3% | +98.2% |
| 3Y | +1,709.5% | -27.5% | +1,737.0% | +1,809.5% |
| All | +1,709.5% | -26.8% | +1,736.3% | +1,809.5% |
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