-35.9%
DOW vs BAH
-2.8%
-33.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.6% |
| 7D | -2.9% | -4.3% | +1.4% | -2.2% |
| 30D | +2.0% | -4.5% | +6.4% | +2.7% |
| 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% | +32.5% |
| 1Y | +29.4% | -27.0% | +56.4% | +34.8% |
| 3Y | -34.6% | -31.5% | -3.1% | -33.5% |
| 5Y | -35.9% | -3.8% | -32.1% | -38.7% |
| All | -35.9% | -2.8% | -33.1% | -38.7% |
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