+377.4%
GH vs BAH
-32.1%
+409.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.1% |
| 7D | -2.1% | -4.3% | +2.3% | -1.5% |
| 30D | -4.5% | -4.5% | 0.0% | -3.9% |
| 3M | +28.9% | -7.6% | +36.5% | +30.5% |
| 6M | +76.5% | -10.6% | +87.1% | +79.4% |
| YTD | +57.6% | -12.6% | +70.2% | +59.4% |
| 1Y | +167.5% | -27.0% | +194.5% | +178.3% |
| 3Y | +377.4% | -31.5% | +408.9% | +350.4% |
| All | +377.4% | -32.1% | +409.5% | +350.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling