+58.4%
GH vs BAH
+2.3%
+56.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -8.2% | -1.6% | -6.6% | -8.1% |
| 30D | -4.9% | +18.0% | -22.9% | -6.6% |
| 3M | -6.2% | +11.4% | -17.7% | -7.3% |
| 6M | +60.0% | +17.7% | +42.4% | +58.6% |
| YTD | +51.5% | +5.4% | +46.2% | +48.3% |
| 1Y | +58.4% | +2.8% | +55.7% | +55.8% |
| All | +58.4% | +2.3% | +56.1% | +55.8% |
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