-29.9%
COMP vs BAH
-3.4%
-26.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | +1.4% | -3.2% | +4.6% | +2.0% |
| 30D | -13.3% | +2.0% | -15.3% | -13.6% |
| 3M | +41.1% | -7.6% | +48.7% | +43.1% |
| 6M | +17.2% | -5.7% | +22.9% | +17.6% |
| YTD | +5.2% | -11.7% | +16.9% | +7.4% |
| 1Y | +18.9% | -27.4% | +46.3% | +25.6% |
| 3Y | +215.9% | -32.5% | +248.4% | +224.8% |
| All | -29.9% | -3.4% | -26.5% | -41.4% |
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