-10.8%
DOW vs BAH
+46.0%
-56.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.6% | -2.7% |
| 7D | -2.4% | -3.2% | +0.9% | -1.6% |
| 30D | +0.4% | +2.0% | -1.6% | -0.3% |
| 3M | -14.4% | -7.6% | -6.8% | -13.0% |
| 6M | -7.0% | -5.7% | -1.3% | -6.4% |
| YTD | +30.2% | -11.7% | +41.9% | +32.4% |
| 1Y | +29.2% | -27.4% | +56.6% | +38.3% |
| 3Y | -36.7% | -32.5% | -4.2% | -34.8% |
| 5Y | -37.7% | -3.3% | -34.4% | -46.1% |
| All | -10.8% | +46.0% | -56.8% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling