-3.8%
BROS vs BAH
+20.8%
-24.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -19.0% | +0.5% | -19.5% | -19.1% |
| 30D | -7.3% | +18.2% | -25.5% | -9.9% |
| 3M | -31.2% | +13.1% | -44.3% | -32.8% |
| 6M | -33.0% | +15.2% | -48.2% | -35.1% |
| YTD | -42.4% | +6.0% | -48.4% | -43.6% |
| 1Y | -37.7% | +3.1% | -40.8% | -38.8% |
| 3Y | +28.2% | -26.2% | +54.4% | +27.1% |
| 5Y | -43.4% | +9.3% | -52.7% | -57.4% |
| All | -3.8% | +20.8% | -24.6% | -29.8% |
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