-54.2%
COMP vs BAH
+22.7%
-77.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +1.2% | -9.3% | -8.4% |
| 7D | -1.8% | +6.0% | -7.9% | -2.9% |
| 30D | -0.8% | +31.1% | -31.8% | -5.7% |
| 3M | -28.1% | +25.2% | -53.3% | -31.2% |
| 6M | +27.0% | +18.9% | +8.1% | +22.3% |
| YTD | -12.8% | +8.3% | -21.1% | -14.6% |
| 1Y | +4.9% | +6.2% | -1.3% | +2.7% |
| 3Y | +321.0% | -22.8% | +343.8% | +325.1% |
| 5Y | -25.6% | +13.6% | -39.2% | -36.7% |
| All | -54.2% | +22.7% | -77.0% | -59.6% |
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