-44.2%
BROS vs BAH
+9.2%
-53.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.6% | +5.1% | +6.4% |
| 7D | -17.9% | -1.5% | -16.4% | -17.8% |
| 30D | -5.4% | +17.3% | -22.6% | -7.7% |
| 3M | -32.1% | +14.9% | -46.9% | -33.7% |
| 6M | -31.7% | +14.2% | -45.9% | -33.6% |
| YTD | -41.2% | +5.1% | -46.3% | -42.2% |
| 1Y | -32.6% | +2.1% | -34.7% | -33.6% |
| 3Y | +32.7% | -26.0% | +58.7% | +30.9% |
| 5Y | -44.2% | +9.0% | -53.2% | -60.5% |
| All | -44.2% | +9.2% | -53.5% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling