+756.9%
EXPE vs BAH
+886.2%
-129.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | -9.5% | -3.2% | -6.3% | -8.8% |
| 30D | -6.6% | +2.0% | -8.6% | -7.3% |
| 3M | +31.4% | -7.6% | +39.0% | +33.4% |
| 6M | +35.2% | -5.7% | +40.9% | +36.1% |
| YTD | +5.8% | -11.7% | +17.5% | +8.1% |
| 1Y | +38.7% | -27.4% | +66.0% | +48.3% |
| 3Y | +175.8% | -32.5% | +208.3% | +188.4% |
| 5Y | +111.8% | -3.3% | +115.2% | +93.4% |
| 10Y | +179.7% | +186.0% | -6.3% | +82.5% |
| All | +756.9% | +886.2% | -129.3% | +274.7% |
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