-33.4%
ELAN vs BAH
+66.5%
-99.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -2.0% |
| 7D | +0.3% | -4.3% | +4.6% | +1.2% |
| 30D | +8.4% | -4.5% | +12.8% | +9.4% |
| 3M | +1.2% | -7.6% | +8.8% | +2.4% |
| 6M | +2.6% | -10.6% | +13.2% | +4.3% |
| YTD | +5.9% | -12.6% | +18.5% | +7.2% |
| 1Y | +25.8% | -27.0% | +52.8% | +32.8% |
| 3Y | +106.8% | -31.5% | +138.3% | +110.4% |
| 5Y | -29.3% | -3.8% | -25.5% | -37.6% |
| All | -33.4% | +66.5% | -99.9% | -51.3% |
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 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