+27.3%
EXPE vs BAH
-27.4%
+54.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.9% | -6.9% | -7.6% |
| 7D | -9.8% | -4.3% | -5.4% | -8.7% |
| 30D | -11.5% | -4.5% | -7.0% | -10.5% |
| 3M | +21.7% | -7.6% | +29.3% | +23.7% |
| 6M | +10.4% | -10.6% | +21.0% | +13.0% |
| YTD | -2.5% | -12.6% | +10.0% | -0.5% |
| 1Y | +27.3% | -27.0% | +54.3% | +28.5% |
| All | +27.3% | -27.4% | +54.7% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling