+16.9%
D vs BAH
+2.1%
+14.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | +0.8% | -1.5% | +2.3% | +0.8% |
| 30D | +10.7% | +17.3% | -6.5% | +10.6% |
| 3M | +2.3% | +14.9% | -12.6% | +2.2% |
| 6M | +12.5% | +14.2% | -1.8% | +11.5% |
| YTD | +20.1% | +5.1% | +15.0% | +17.8% |
| All | +16.9% | +2.1% | +14.8% | +14.4% |
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 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