+24.3%
IR vs BAH
-26.6%
+50.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +4.3% | -2.6% | +6.8% | +4.5% |
| 30D | +8.1% | +20.4% | -12.3% | +5.6% |
| 3M | +0.7% | +11.9% | -11.2% | -0.8% |
| 6M | +16.6% | +17.1% | -0.5% | +14.0% |
| YTD | +7.8% | +5.5% | +2.3% | +6.3% |
| 1Y | +9.9% | +5.6% | +4.3% | +8.4% |
| All | +24.3% | -26.6% | +50.9% | +28.3% |
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