-13.3%
F vs BAH
+9.4%
-22.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | +1.0% | +0.5% | +0.5% | +0.9% |
| 30D | +2.1% | +18.2% | -16.1% | -0.6% |
| 3M | -10.3% | +13.1% | -23.3% | -12.1% |
| 6M | +3.3% | +15.2% | -11.9% | +0.5% |
| YTD | -2.0% | +6.0% | -8.0% | -4.2% |
| 1Y | -2.3% | +3.1% | -5.4% | -4.1% |
| 3Y | +49.9% | -26.2% | +76.1% | +50.7% |
| All | -13.3% | +9.4% | -22.7% | -23.3% |
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