+224.6%
ESI vs BAH
+453.6%
-229.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.4% |
| 7D | +3.3% | -3.2% | +6.6% | +4.3% |
| 30D | -5.9% | +2.0% | -7.9% | -6.6% |
| 3M | -14.1% | -7.6% | -6.5% | -12.8% |
| 6M | +6.6% | -5.7% | +12.2% | +6.2% |
| YTD | +45.0% | -11.7% | +56.8% | +46.3% |
| 1Y | +41.5% | -27.4% | +68.8% | +52.0% |
| 3Y | +78.8% | -32.5% | +111.3% | +87.4% |
| 5Y | +70.9% | -3.3% | +74.2% | +50.8% |
| 10Y | +317.1% | +186.0% | +131.1% | +125.8% |
| All | +224.6% | +453.6% | -229.0% | +57.0% |
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