+53.3%
BHP vs BAH
+2.3%
+51.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.1% |
| 7D | +2.4% | -1.6% | +4.0% | +2.2% |
| 30D | -5.4% | +18.0% | -23.4% | -3.8% |
| 3M | -6.9% | +11.4% | -18.3% | -5.5% |
| 6M | -4.3% | +17.7% | -22.0% | -2.3% |
| YTD | +41.6% | +5.4% | +36.3% | +40.2% |
| 1Y | +53.3% | +2.8% | +50.6% | +52.8% |
| All | +53.3% | +2.3% | +51.0% | +52.8% |
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