+11.7%
D vs BAH
+6.1%
+5.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -1.4% | +1.7% | -3.1% | -1.5% |
| 30D | +7.7% | +20.8% | -13.0% | +5.9% |
| 3M | -0.3% | +11.6% | -11.9% | -1.4% |
| 6M | +10.1% | +23.1% | -13.0% | +7.5% |
| YTD | +19.1% | +5.3% | +13.8% | +17.3% |
| 1Y | +15.9% | +6.1% | +9.8% | +13.9% |
| 3Y | +75.0% | -27.5% | +102.5% | +75.5% |
| All | +11.7% | +6.1% | +5.5% | +2.9% |
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