+16.0%
D vs BAH
+2.3%
+13.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.4% |
| 7D | -2.4% | -1.6% | -0.8% | -2.4% |
| 30D | +9.0% | +18.0% | -9.0% | +8.8% |
| 3M | +1.0% | +11.4% | -10.5% | +0.8% |
| 6M | +11.0% | +17.7% | -6.7% | +10.2% |
| YTD | +19.8% | +5.4% | +14.4% | +17.4% |
| 1Y | +16.0% | +2.8% | +13.2% | +13.5% |
| All | +16.0% | +2.3% | +13.7% | +13.5% |
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