+53.4%
BHP vs BAH
+6.2%
+47.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.7% |
| 7D | -2.5% | +5.8% | -8.3% | -2.0% |
| 30D | -7.7% | +28.7% | -36.4% | -5.4% |
| 3M | -6.4% | +20.9% | -27.3% | -4.4% |
| 6M | +5.2% | +15.2% | -10.0% | +7.1% |
| YTD | +38.3% | +7.1% | +31.2% | +37.3% |
| 1Y | +53.4% | +6.4% | +47.0% | +52.6% |
| All | +53.4% | +6.2% | +47.2% | +52.6% |
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 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