-55.8%
FIG vs BAH
-28.2%
-27.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -3.7% |
| 7D | -16.3% | -3.2% | -13.1% | -15.0% |
| 30D | -14.3% | +2.0% | -16.3% | -15.3% |
| 3M | +7.2% | -7.6% | +14.8% | +8.3% |
| 6M | -18.6% | -5.7% | -12.9% | -18.2% |
| YTD | -35.5% | -11.7% | -23.7% | -33.0% |
| 1Y | -55.8% | -27.4% | -28.4% | -55.0% |
| All | -55.8% | -28.2% | -27.6% | -55.0% |
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