+13.7%
COMP vs BAH
+2.9%
+10.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.8% | -8.2% | -7.5% |
| 7D | +7.2% | +0.5% | +6.7% | +6.9% |
| 30D | +6.4% | +18.2% | -11.8% | +2.9% |
| 3M | -19.4% | +13.1% | -32.5% | -21.5% |
| 6M | +14.6% | +15.2% | -0.6% | +12.0% |
| YTD | -5.5% | +6.0% | -11.5% | -2.8% |
| 1Y | +13.7% | +3.1% | +10.5% | +15.5% |
| All | +13.7% | +2.9% | +10.7% | +15.5% |
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 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