+38.7%
DD vs BAH
-26.8%
+65.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -0.6% | -4.3% | +3.7% | -0.6% |
| 30D | -7.4% | -4.5% | -3.0% | -7.4% |
| 3M | -6.4% | -7.6% | +1.2% | -6.3% |
| 6M | -2.5% | -10.6% | +8.1% | -2.1% |
| YTD | +10.2% | -12.6% | +22.8% | +9.1% |
| All | +38.7% | -26.8% | +65.5% | +43.9% |
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 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