+894.6%
FIX vs BAH
+12.6%
+881.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.2% | -12.7% | -11.6% |
| 7D | -27.2% | +6.0% | -33.3% | -27.4% |
| 30D | -46.9% | +31.1% | -78.0% | -47.4% |
| 3M | -44.4% | +25.2% | -69.6% | -44.9% |
| 6M | -50.9% | +18.9% | -69.8% | -51.1% |
| YTD | +3.5% | +8.3% | -4.8% | +3.2% |
| 1Y | -2.1% | +6.2% | -8.3% | -2.2% |
| 3Y | +418.7% | -22.8% | +441.5% | +430.8% |
| 5Y | +894.6% | +13.6% | +881.0% | +779.6% |
| All | +894.6% | +12.6% | +881.9% | +779.6% |
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