+39.8%
BKNG vs BAH
-28.1%
+67.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.8% | -4.3% | 0.0% |
| 7D | -10.7% | +2.4% | -13.1% | -10.9% |
| 30D | -18.1% | -2.9% | -15.2% | -17.8% |
| 3M | +8.5% | -1.3% | +9.9% | +8.3% |
| 6M | -0.1% | -0.9% | +0.8% | -0.4% |
| YTD | -18.2% | -8.2% | -10.0% | -18.2% |
| 1Y | -19.9% | -24.0% | +4.1% | -18.8% |
| All | +39.8% | -28.1% | +67.9% | +40.7% |
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