+19.7%
COMP vs BAH
+2.0%
+17.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.4% | +15.2% | +11.4% |
| 7D | +13.4% | -3.5% | +17.0% | +13.9% |
| 30D | +11.1% | +24.3% | -13.2% | +6.5% |
| 3M | -18.8% | +16.3% | -35.2% | -21.2% |
| 6M | +10.5% | +13.6% | -3.1% | +8.1% |
| YTD | -3.4% | +3.5% | -6.9% | -0.3% |
| 1Y | +19.7% | +2.7% | +17.0% | +22.3% |
| All | +19.7% | +2.0% | +17.7% | +22.3% |
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