-15.8%
F vs BAH
+8.3%
-24.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | 0.0% |
| 7D | +1.6% | -3.5% | +5.1% | +2.1% |
| 30D | +2.6% | +24.3% | -21.6% | -1.0% |
| 3M | -8.8% | +16.3% | -25.1% | -11.1% |
| 6M | +4.6% | +13.6% | -9.0% | +2.1% |
| YTD | -1.9% | +3.5% | -5.4% | -3.7% |
| 1Y | -0.8% | +2.7% | -3.5% | -2.6% |
| 3Y | +43.5% | -26.6% | +70.1% | +43.7% |
| All | -15.8% | +8.3% | -24.1% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling