+645.4%
EXPE vs BAH
+1,056.2%
-410.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.4% | -0.4% | -3.7% |
| 7D | -9.3% | -3.5% | -5.8% | -8.4% |
| 30D | +0.1% | +24.3% | -24.1% | -5.6% |
| 3M | -15.3% | +16.3% | -31.6% | -18.9% |
| 6M | +5.5% | +13.6% | -8.1% | +1.0% |
| YTD | -8.0% | +3.5% | -11.5% | -10.1% |
| 1Y | +18.9% | +2.7% | +16.2% | +16.2% |
| 3Y | +135.5% | -26.6% | +162.1% | +141.5% |
| 5Y | +44.3% | +8.5% | +35.8% | +28.2% |
| 10Y | +117.7% | +225.1% | -107.4% | +37.2% |
| All | +645.4% | +1,056.2% | -410.8% | +211.8% |
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 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