-31.5%
BROS vs BAH
-26.7%
-4.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -6.6% | -1.3% | -5.3% | -6.5% |
| 30D | -12.3% | -6.6% | -5.7% | -12.0% |
| 3M | -22.2% | -7.2% | -15.1% | -21.7% |
| 6M | -14.3% | -10.0% | -4.3% | -13.7% |
| YTD | -26.6% | -12.5% | -14.1% | -25.2% |
| 1Y | -31.5% | -27.9% | -3.6% | -31.4% |
| All | -31.5% | -26.7% | -4.8% | -31.4% |
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