+89.6%
DE vs BAH
-26.8%
+116.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +0.3% | +1.7% | -1.4% | +0.2% |
| 30D | +3.6% | +20.8% | -17.2% | +2.5% |
| 3M | +10.2% | +11.6% | -1.3% | +9.6% |
| 6M | +16.6% | +23.1% | -6.5% | +14.9% |
| YTD | +45.8% | +5.3% | +40.6% | +44.7% |
| 1Y | +43.9% | +6.1% | +37.8% | +42.5% |
| 3Y | +89.6% | -27.5% | +117.1% | +90.3% |
| All | +89.6% | -26.8% | +116.4% | +90.3% |
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