+25.1%
BROS vs BAH
-0.3%
+25.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -0.9% | -4.3% | +3.4% | -0.2% |
| 30D | -13.5% | -4.5% | -9.0% | -12.9% |
| 3M | -18.4% | -7.6% | -10.8% | -17.7% |
| 6M | -10.6% | -10.6% | 0.0% | -9.6% |
| YTD | -25.1% | -12.6% | -12.5% | -24.1% |
| 1Y | -28.6% | -27.0% | -1.7% | -25.3% |
| 3Y | +65.6% | -31.5% | +97.1% | +59.9% |
| All | +25.1% | -0.3% | +25.4% | -5.5% |
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