+5.6%
IR vs BAH
+14.6%
-9.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.8% | +1.4% |
| 7D | +3.7% | -3.5% | +7.2% | +3.7% |
| 30D | +7.4% | +24.3% | -16.8% | +6.9% |
| 3M | -5.9% | +16.3% | -22.2% | -6.2% |
| 6M | +5.6% | +13.6% | -8.0% | +5.7% |
| All | +5.6% | +14.6% | -9.0% | +5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling