-74.6%
FRSH vs BAH
+1.5%
-76.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.6% |
| 7D | -10.1% | -4.3% | -5.8% | -8.8% |
| 30D | +2.2% | -4.5% | +6.7% | +3.8% |
| 3M | +28.6% | -7.6% | +36.2% | +31.4% |
| 6M | +40.2% | -10.6% | +50.8% | +44.5% |
| YTD | -1.2% | -12.6% | +11.3% | +2.8% |
| 1Y | -7.9% | -27.0% | +19.1% | -0.5% |
| 3Y | -44.7% | -31.5% | -13.3% | -44.7% |
| All | -74.6% | +1.5% | -76.1% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling