-80.3%
FIG vs BAH
-30.1%
-50.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.9% | -4.7% | -5.2% |
| 7D | -16.4% | -4.3% | -12.0% | -14.6% |
| 30D | -2.3% | -4.5% | +2.1% | -0.2% |
| 3M | +7.8% | -7.6% | +15.4% | +9.0% |
| 6M | -21.8% | -10.6% | -11.2% | -19.9% |
| YTD | -39.1% | -12.6% | -26.6% | -36.8% |
| 1Y | -56.6% | -27.0% | -29.7% | -55.3% |
| All | -80.3% | -30.1% | -50.2% | -79.4% |
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