+87.5%
BHP vs BAH
-32.1%
+119.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +1.8% |
| 7D | +1.3% | -4.3% | +5.6% | +1.4% |
| 30D | +4.0% | -4.5% | +8.4% | +4.1% |
| 3M | +12.3% | -7.6% | +19.9% | +12.5% |
| 6M | +30.8% | -10.6% | +41.4% | +31.2% |
| YTD | +58.8% | -12.6% | +71.3% | +58.8% |
| 1Y | +76.8% | -27.0% | +103.8% | +79.4% |
| 3Y | +87.5% | -31.5% | +118.9% | +85.5% |
| All | +87.5% | -32.1% | +119.6% | +85.5% |
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