-44.8%
COMP vs BAH
0.0%
-44.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +43.0% |
| 6M | +17.2% | -5.7% | +22.9% | +17.6% |
| YTD | +5.2% | -11.7% | +16.9% | +7.2% |
| 1Y | +18.9% | -27.4% | +46.3% | +25.1% |
| 3Y | +215.9% | -32.5% | +248.4% | +226.3% |
| 5Y | -31.2% | -3.3% | -27.9% | -38.7% |
| All | -44.8% | 0.0% | -44.8% | -49.2% |
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