+27.6%
IR vs BAH
-26.3%
+53.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.8% | +1.9% |
| 7D | +3.7% | -3.5% | +7.2% | +4.1% |
| 30D | +7.4% | +24.3% | -16.8% | +4.5% |
| 3M | -5.9% | +16.3% | -22.2% | -7.8% |
| 6M | +5.6% | +13.6% | -8.0% | +3.6% |
| YTD | +4.8% | +3.5% | +1.3% | +3.6% |
| 1Y | +6.9% | +2.7% | +4.2% | +5.8% |
| 3Y | +27.6% | -26.6% | +54.1% | +31.0% |
| All | +27.6% | -26.3% | +53.8% | +31.0% |
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