+162.1%
EQX vs BAH
-27.9%
+190.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -3.2% | +4.3% | -7.5% | -3.1% |
| 30D | +7.8% | -2.5% | +10.2% | +7.7% |
| 3M | +21.3% | -0.9% | +22.3% | +21.1% |
| 6M | -22.4% | +1.5% | -23.9% | -22.6% |
| YTD | -11.3% | -8.0% | -3.3% | -11.8% |
| 1Y | +13.5% | -24.7% | +38.2% | +12.7% |
| 3Y | +162.1% | -28.4% | +190.5% | +165.8% |
| All | +162.1% | -27.9% | +190.0% | +165.8% |
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