-37.7%
BROS vs BAH
+2.9%
-40.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.0% |
| 7D | -19.0% | +0.5% | -19.5% | -19.1% |
| 30D | -7.3% | +18.2% | -25.5% | -8.4% |
| 3M | -31.2% | +13.1% | -44.3% | -31.9% |
| 6M | -33.0% | +15.2% | -48.2% | -33.9% |
| YTD | -42.4% | +6.0% | -48.4% | -41.7% |
| 1Y | -37.7% | +3.1% | -40.8% | -37.6% |
| All | -37.7% | +2.9% | -40.7% | -37.6% |
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