+13.4%
IJH vs BAH
-24.0%
+37.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -1.9% | +4.3% | -6.1% | -2.1% |
| 30D | -4.6% | -2.5% | -2.2% | -4.5% |
| 3M | -1.2% | -0.9% | -0.2% | -0.9% |
| 6M | +9.4% | +1.5% | +7.9% | +9.2% |
| YTD | +13.3% | -8.0% | +21.3% | +13.3% |
| 1Y | +13.4% | -24.7% | +38.1% | +14.5% |
| All | +13.4% | -24.0% | +37.4% | +14.5% |
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