-43.7%
IT vs BAH
+9.2%
-52.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | -18.8% | -1.5% | -17.3% | -18.3% |
| 30D | -0.1% | +17.3% | -17.3% | -5.5% |
| 3M | +2.9% | +14.9% | -11.9% | -2.0% |
| 6M | +20.4% | +14.2% | +6.2% | +14.7% |
| YTD | -24.3% | +5.1% | -29.4% | -26.6% |
| 1Y | -17.2% | +2.1% | -19.2% | -19.4% |
| 3Y | -52.4% | -26.0% | -26.4% | -52.1% |
| 5Y | -43.7% | +9.0% | -52.7% | -50.0% |
| All | -43.7% | +9.2% | -52.9% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling