+47.0%
DD vs BAH
-32.1%
+79.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -0.6% | -4.3% | +3.7% | -0.3% |
| 30D | -7.4% | -4.5% | -3.0% | -7.2% |
| 3M | -6.4% | -7.6% | +1.2% | -6.0% |
| 6M | -2.5% | -10.6% | +8.1% | -1.8% |
| YTD | +10.2% | -12.6% | +22.8% | +10.6% |
| 1Y | +36.9% | -27.0% | +63.9% | +40.3% |
| 3Y | +47.0% | -31.5% | +78.5% | +50.8% |
| All | +47.0% | -32.1% | +79.1% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling