+251.1%
EQX vs BAH
+87.7%
+163.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.5% | +1.7% |
| 7D | +1.7% | -1.3% | +3.1% | +1.9% |
| 30D | +11.1% | -6.6% | +17.7% | +11.7% |
| 3M | +23.1% | -7.2% | +30.2% | +23.6% |
| 6M | -21.8% | -10.0% | -11.9% | -21.5% |
| YTD | -8.1% | -12.5% | +4.4% | -7.9% |
| 1Y | +29.7% | -27.9% | +57.6% | +32.3% |
| 3Y | +179.9% | -31.4% | +211.3% | +178.0% |
| 5Y | +82.5% | -3.2% | +85.7% | +71.8% |
| All | +251.1% | +87.7% | +163.4% | +444.4% |
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