-51.7%
FIG vs BAH
+6.2%
-57.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.8% | +4.5% |
| 7D | -4.7% | +5.8% | -10.4% | -7.5% |
| 30D | +0.5% | +28.7% | -28.2% | -12.5% |
| 3M | -18.4% | +20.9% | -39.3% | -26.8% |
| 6M | +10.9% | +15.2% | -4.3% | -0.1% |
| YTD | -40.8% | +7.1% | -47.9% | -44.3% |
| 1Y | -51.7% | +6.4% | -58.1% | -55.7% |
| All | -51.7% | +6.2% | -57.9% | -55.7% |
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 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