-34.6%
DOW vs BAH
-32.1%
-2.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.6% |
| 7D | -2.9% | -4.3% | +1.4% | -2.3% |
| 30D | +2.0% | -4.5% | +6.4% | +2.6% |
| 3M | -12.5% | -7.6% | -4.9% | -11.7% |
| 6M | -9.2% | -10.6% | +1.4% | -8.0% |
| YTD | +30.8% | -12.6% | +43.3% | +32.4% |
| 1Y | +29.4% | -27.0% | +56.4% | +34.3% |
| 3Y | -34.6% | -31.5% | -3.1% | -34.8% |
| All | -34.6% | -32.1% | -2.5% | -34.8% |
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