+585.6%
BRO vs BAH
+925.2%
-339.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.8% | -5.1% | -1.6% |
| 7D | -8.6% | +2.4% | -11.0% | -9.2% |
| 30D | -6.9% | -2.9% | -4.0% | -6.3% |
| 3M | +10.5% | -1.3% | +11.8% | +10.4% |
| 6M | -2.8% | -0.9% | -1.9% | -3.3% |
| YTD | -16.1% | -8.2% | -7.9% | -15.5% |
| 1Y | -27.6% | -24.0% | -3.6% | -23.6% |
| 3Y | -7.3% | -28.1% | +20.8% | -4.8% |
| 5Y | +19.0% | +2.5% | +16.5% | +7.9% |
| 10Y | +292.7% | +205.5% | +87.2% | +168.5% |
| All | +585.6% | +925.2% | -339.6% | +230.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling